This is the R implementation of Three-Step Censored Quantile Regression that is introduced in Chernozhukov and Han(2002).
CQR is developed to analyze the Quantile Treatment Effect with censored data. This package is based on the quantreg package.
The original idea is introduced in Chernozhukov and Han(2002). This package is still in developing, though you are able to reproduce the table 1 and Figure 1 in the above paper some degree.
You are able to install with install_github function in devtools package.
devtools::install_github("yasui-salmon/CQR")
The original dataset is possible to download from here
RB data is the dataset what used in Chernozhukov and Han(2002).
You are able to find the example code and result in reproducing here, please check this before you go for your analysis.
Buchinsky, Moshe, and Jinyong Hahn. "An alternative estimator for the censored quantile regression model." Econometrica (1998): 653-671.
Chernozhukov, Victor, and Han Hong. "Three-step censored quantile regression and extramarital affairs." Journal of the American Statistical Association 97.459 (2002): 872-882.