Quantile regression with aggregated data
AbstractAnalyses using aggregated data may bias inference. In this work we show how to aggregate data to avoid or at least reduce this bias when estimating quantile regressions.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 117 (2012)
Issue (Month): 2 ()
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Web page: http://www.elsevier.com/locate/ecolet
Quantile regression; Ecological inference; Aggregation bias;
Other versions of this item:
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
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