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Quantile regression with aggregated data

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  • Nicoletti, Cheti
  • Best, Nicky

Abstract

Analyses 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 Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 117 (2012)
Issue (Month): 2 ()
Pages: 401-404

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Handle: RePEc:eee:ecolet:v:117:y:2012:i:2:p:401-404

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Web page: http://www.elsevier.com/locate/ecolet

Related research

Keywords: Quantile regression; Ecological inference; Aggregation bias;

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References

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  1. Bitler, Marianne P. & Gelbach, Jonah B. & Hoynes, Hilary W., 2005. "What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments," IZA Discussion Papers 1728, Institute for the Study of Labor (IZA).
  2. Yannis Bilias & Roger Koenker, 2001. "Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments," Empirical Economics, Springer, vol. 26(1), pages 199-220.
  3. Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521845731, April.
  4. Rothe, Christoph, 2010. "Identification of unconditional partial effects in nonseparable models," Economics Letters, Elsevier, vol. 109(3), pages 171-174, December.
  5. Sergio Firpo & Nicole M. Fortin & Thomas Lemieux, 2009. "Unconditional Quantile Regressions," Econometrica, Econometric Society, vol. 77(3), pages 953-973, 05.
  6. Rothe, Christoph, 2009. "Unconditional Partial Effects of Binary Covariates," TSE Working Papers 09-79, Toulouse School of Economics (TSE).
  7. Abrevaya, Jason & Dahl, Christian M, 2008. "The Effects of Birth Inputs on Birthweight," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 379-397.
  8. Omar Arias & Kevin F. Hallock & Walter Sosa Escudero, 1999. "Individual Heterogeneity in the Returns to Schooling: Instrumental Variables Quantile Regression using Twins Data," Department of Economics, Working Papers 016, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
  9. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
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