Using quantile regression for duration analysis
نویسندگان
چکیده
منابع مشابه
Using Quantile Regression for Duration Analysis
Quantile regression methods are emerging as a popular technique in econometrics and biometrics for exploring the distribution of duration data. This paper discusses quantile regression for duration analysis allowing for a flexible specification of the functional relationship and of the error distribution. Censored quantile regression address the issue of right censoring of the response variable...
متن کاملNon–technical Summary Using Quantile Regression for Duration Analysis *
Quantile regression methods are emerging as a popular technique in econometrics and biometrics for exploring the distribution of duration data. This paper discusses quantile regression for duration analysis allowing for a flexible specification of the functional relationship and of the error distribution. Censored quantile regression address the issue of right censoring of the response variable...
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متن کاملQuantile Regression Estimation of Panel Duration Models with Censored Data∗
This paper studies the estimation of quantile regression panel duration models. We allow for the possibility of endogenous covariates and correlated individual effects in the quantile regression models. We propose a quantile regression approach for panel duration models under conditionally independent censoring. The procedure involves minimizing l1 convex objective functions and is motivated by...
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ژورنال
عنوان ژورنال: Allgemeines Statistisches Archiv
سال: 2006
ISSN: 0002-6018,1614-0176
DOI: 10.1007/s10182-006-0224-2