I'm trying to fit a linear quantile mixed model with multiple group variables for random effects.
With lme4 in R, I can use
model <- lmer(target ~ feat1 + (1|feat2) + (1|feat3), data)
which gets me two set of random effects for both feat2
and feat3
.
Is it possible to do anything similar for quantile models? Reading through the doc for lqmm, it seems it can only do one group variable?