Quantiles for counts

被引：223

作者：

Machado, JAF ^{[1
]}

Silva, JMCS

机构：

[1] Univ Nova Lisboa, Fac Econ, P-109902 Lisbon, Portugal

[2] Univ Tecn Lisboa, Dept Math, ISEG, P-1200781 Lisbon, Portugal

[3] CEMAPRE, P-1200781 Lisbon, Portugal

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 2005年 / 100卷 / 472期

基金：

英国经济与社会研究理事会;

关键词：

jittering; quantile regression; smoothing;

D O I：

10.1198/016214505000000330

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article studies the estimation of conditional quantiles of counts. Given the discreteness of the data, some smoothness must be artificially imposed on the problem. We show that it is possible to smooth the data in a way that allows inference to be performed using standard quantile regression techniques. The performance and implementation of the estimators are illustrated by simulations and an application.

引用

页码：1226 / 1237

页数：12

共 47 条

[11]

Horowitz J, 1998, SEMIPARAMETRIC METHO

[12] A SMOOTHED MAXIMUM SCORE ESTIMATOR FOR THE BINARY RESPONSE MODEL [J].

HOROWITZ, JL .

ECONOMETRICA, 1992, 60 (03) :505-531

[13]

Huber P. J., 1981, ROBUST STAT

[14] MULTIPLE-REGRESSION ANALYSIS OF A POISSON-PROCESS [J].

JORGENSON, D .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1961, 56 (294) :235-&

[15] Estimation, inference, and specification testing for possibly misspecified quantile regression [J].

Kim, TH ;

White, H .

MAXIMUM LIKELIHOOD ESTIMATION OF MISSPECIFIED MODELS: TWENTY YEARS LATER, 2003, 17 :107-132

[16]

Knight K, 1998, ANN STAT, V26, P755

[17] Reappraising medfly longevity: A quantile regression survival analysis [J].

Koenker, R ;

Geling, O .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2001, 96 (454) :458-468

[18] REGRESSION QUANTILES [J].

KOENKER, R ;

BASSETT, G .

ECONOMETRICA, 1978, 46 (01) :33-50

[19] Goodness of fit and related inference processes for quantile regression [J].

Koenker, R ;

Machado, JAF .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1999, 94 (448) :1296-1310

[20]

Koenker R., 1994, J NONPARAMETR STAT, V3, P223, DOI [DOI 10.1080/10485259408832584, 10.1080/10485259408832584]

← 1 2 3 4 5 →