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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.

Suggested Citation

  • Nicoletti, Cheti & Best, Nicky, 2012. "Quantile regression with aggregated data," Economics Letters, Elsevier, vol. 117(2), pages 401-404.
    • Handle: RePEc:eee:ecolet:v:117:y:2012:i:2:p:401-404
    DOI: 10.1016/j.econlet.2012.06.011
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    References listed on IDEAS

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    6. Sergio Firpo & Nicole M. Fortin & Thomas Lemieux, 2009. "Unconditional Quantile Regressions," Econometrica, Econometric Society, vol. 77(3), pages 953-973, May.
    7. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
    8. Rothe, Christoph, 2010. "Identification of unconditional partial effects in nonseparable models," Economics Letters, Elsevier, vol. 109(3), pages 171-174, December.
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    More about this item

    Keywords

    Quantile regression; Ecological inference; Aggregation bias;
    All these keywords.

    JEL classification:

    • 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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