From Conditional Quantile Regression to Marginal Quantile Estimation with Applications to Missing Data and Causal Inference

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Order-Preserving Nonparametric Regression, With Applications to Conditional Distribution and Quantile Function Estimation

In some regression problems we observe a ‘response’ Yti to level t of a ‘treatment’ applied to an individual with level Xi of a given characteristic, where it has been established that response is monotone increasing in the level of the treatment. A related problem arises when estimating conditional distributions, where the raw data are typically independent and identically distributed pairs (X...

متن کامل

Quantile Regression Analysis with Missing Response, with Applications to Inequality Measures and Data Combination

We propose a quantile regression method which effectively handles missing values due to non-response. We illustrate the usefulness of our method by two examples. First example is the estimation of income inequality measures when a significant proportion of earnings are missing in survey data. Second example is when we need to combine more than two samples because no single data contains all the...

متن کامل

Inference for Extremal Conditional Quantile Models (extreme Value Inference for Quantile Regression)

Quantile regression is a basic tool for estimation of conditional quantiles of a response variable given a vector of regressors. It can be used to measure the effect of covariates not only in the center of a distribution, but also in the upper and lower tails. Quantile regression applied to the tails, or simply extremal quantile regression is of interest in numerous economic and financial appli...

متن کامل

Extreme Quantile Estimation for Dependent Data with Applications to Finance

The asymptotic normality of a class of estimators for extreme quantiles is established under mild structural conditions on the observed stationary β–mixing time series. Consistent estimators of the asymptotic variance are introduced, which render possible the construction of asymptotic confidence intervals for the extreme quantiles. Moreover, it is shown that many well-known time series models ...

متن کامل

Efficient quantile marginal regression for longitudinal data with dropouts.

In many biomedical studies independent variables may affect the conditional distribution of the response differently in the middle as opposed to the upper or lower tail. Quantile regression evaluates diverse covariate effects on the conditional distribution of the response with quantile-specific regression coefficients. In this paper, we develop an empirical likelihood inference procedure for l...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Business & Economic Statistics

سال: 2022

ISSN: ['1537-2707', '0735-0015']

DOI: https://doi.org/10.1080/07350015.2022.2140158