Get Acquainted with Quantile Regression
نویسندگان
چکیده
منابع مشابه
EXTREMAL QUANTILE REGRESSION 3 quantile regression
Quantile regression is an important tool for estimation of conditional quantiles of a response Y given a vector of covariates X. 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. This paper develops a theory of quantile regression in the tails. Specifically , it obtains the large sample properties of extremal (ext...
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We consider nonlinear quantile regression involving multilayer perceptrons (MLP). In this paper we investigate the asymptotic behavior of quantile regression in a general framework. First by allowing possibly non-identifiable regression models like MLP's with redundant hidden units, then by relaxing the conditions on the density of the noise. In this paper, we present an universal bound for the...
متن کاملQuantile Regression With Measurement Error.
Regression quantiles can be substantially biased when the covariates are measured with error. In this paper we propose a new method that produces consistent linear quantile estimation in the presence of covariate measurement error. The method corrects the measurement error induced bias by constructing joint estimating equations that simultaneously hold for all the quantile levels. An iterative ...
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Equivalence testing and corresponding confidence interval estimates are used to provide more enlightened statistical statements about parameter estimates by relating them to intervals of effect sizes deemed to be of scientific or practical importance rather than just to an effect size of zero. Equivalence tests and confidence interval estimates are based on a null hypothesis that a parameter es...
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Analyses using aggregated data may bias inference. In this work we show how to avoid or at least reduce this bias when estimating quantile regressions using aggregated information. This is possible by considering the unconditional quantile regression recently introduced by Firpo et al (2009) and using a specific strategy to aggregate the data.
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ژورنال
عنوان ژورنال: ANIMA Indonesian Psychological Journal
سال: 2016
ISSN: 2620-5963,0215-0158
DOI: 10.24123/aipj.v32i1.583