A Diagnostic for Density Homogeneity in Quantile Regression
نویسندگان
چکیده
In this paper, we develop a diagnostic procedure to assessing the homogeneity of conditional densities at a specified quantile in quantile regression estimation; this procedure is based on an asymptotic representation of the distribution of covariate values in the quantile regression basic solution.
منابع مشابه
Reference Values for Serum Lipid Profiles in Iranian Adults: A Spline-Based Quantile Regression Method
Background: Reference measurements are used to screen for abnormal blood lipids. The problem is that these reference values obtained in one population cannot be effective for another population. This study aimed to determine the reference values for blood lipids profiles in the population aged 25-64 years in Yazd. Methods: This descriptive study was based on the data of Yazd Health Study (YaHS...
متن کاملAn Encompassing Test for Non-Nested Quantile Regression Models
We propose an encompassing test for non-nested linear quantile regression models and show that it has an asymptotic χ2 distribution. It is also shown that the proposed test is a regression rank score test in a comprehensive model under conditional homogeneity. Our simulation results indicate that the proposed test performs very well in finite samples. JEL classification: C12, C52
متن کاملBayesian Quantile Regression with Adaptive Elastic Net Penalty for Longitudinal Data
Longitudinal studies include the important parts of epidemiological surveys, clinical trials and social studies. In longitudinal studies, measurement of the responses is conducted repeatedly through time. Often, the main goal is to characterize the change in responses over time and the factors that influence the change. Recently, to analyze this kind of data, quantile regression has been taken ...
متن کاملSemi-parametric Quantile Regression for Analysing Continuous Longitudinal Responses
Recently, quantile regression (QR) models are often applied for longitudinal data analysis. When the distribution of responses seems to be skew and asymmetric due to outliers and heavy-tails, QR models may work suitably. In this paper, a semi-parametric quantile regression model is developed for analysing continuous longitudinal responses. The error term's distribution is assumed to be Asymmetr...
متن کاملFinite Sample Properties of Quantile Interrupted Time Series Analysis: A Simulation Study
Interrupted Time Series (ITS) analysis represents a powerful quasi-experime-ntal design in which a discontinuity is enforced at a specific intervention point in a time series, and separate regression functions are fitted before and after the intervention point. Segmented linear/quantile regression can be used in ITS designs to isolate intervention effects by estimating the sudden/level change (...
متن کامل