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Quantiles for counts

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Author Info
Jose A. F. Machado
J. M. C. Santos Silva

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Abstract

This paper studies the estimation of conditional quantiles of counts. Given the discreteness of the data, some smoothness has to be artificially imposed on the problem. The methods currently available to estimate quantiles of count data either assume that the counts result from the discretization of a continuous process, or are based on a smoothed objective function. However, these methods have several drawbacks. 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 estimator are illustrated by simulations and an application.

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File URL: http://cemmap.ifs.org.uk/wps/cwp0222.pdf
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Paper provided by Centre for Microdata Methods and Practice, Institute for Fiscal Studies in its series CeMMAP working papers with number CWP22/02.

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Length: 38 pp.
Date of creation: Oct 2002
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Handle: RePEc:ifs:cemmap:22/02

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Find related papers by JEL classification:
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation
C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models

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  1. Rainer Winkelmann, 2003. "How Did the German Health Care Reform of 1997 Change the Distribution of the Demand for Health Services?," Working Papers 0314, University of Zurich, Socioeconomic Institute. [Downloadable!]
  2. Jose A. F. Machado & J. M. C. Santos Silva, 2008. "Quantiles for Fractions and Other Mixed Data," Economics Discussion Papers 656, University of Essex, Department of Economics. [Downloadable!]
  3. Alison L. Booth & Hiau Joo Kee, 2006. "Intergenerational Transmission of Fertility Patterns in Britain," IZA Discussion Papers 2437, Institute for the Study of Labor (IZA). [Downloadable!]
  4. GRAMMIG, Joachim & HEINEN, AndrŽas & RENGIFO, Erick, 2004. "Trading activity and liquidity supply in a pure limit order book market," CORE Discussion Papers 2004058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  5. Rainer Winkelmann, 2002. "Health Care Reform and the Number of Doctor Visits – An Econometric Analysis," Working Papers 0210, University of Zurich, Socioeconomic Institute. [Downloadable!]
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  6. Moreira, S & Pita Barros, P, 2009. "Double coverage and demand for health care: Evidence from quantile regression," Health, Econometrics and Data Group (HEDG) Working Papers 09/21, HEDG, c/o Department of Economics, University of York. [Downloadable!]
  7. Andrew Chesher, 2003. "Nonparametric identification under discrete variation," CeMMAP working papers CWP19/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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