IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

Censored Quantile Regressions of Chronic and Transient Seasonal Poverty in Rwanda

Listed author(s):
  • Christophe Muller

It is crucial for social policy in Less Developed Countries to identify correlates of poverty at the household level. This has been done in the literature by estimating household poverty equations typically with Tobit and Probit models. However, when the errors in these equations are non-normal and heteroscedastic, which is usually expected, these models deliver biased estimates. Using quarterly data from Rwanda in 1983, we reject the normality and homoscedasticity assumptions for household chronic and transient latent poverty equations. We treat this problem by estimating censored quantile regressions. Our results of censored quantile regressions and of inconsistent Tobit regressions are substantially different. However, in the case of chronic poverty the signs of the apparently significant coefficients are generally in agreement, while for seasonal transient poverty different variables have significant effects for the two estimation methods. Our second contribution is to study, for the first time, correlates of poverty indicators based on quarterly consumptions. Our results show that in Rwanda different correlates are significant for chronic poverty and for transient seasonal poverty. The effects of the main inputs (land and labour) are more important for the chronic component of poverty than for the transient one. Household location and socio-demographic characteristics play important roles that are consistent with usual explanations of poverty in the literature. Copyright 2002, Oxford University Press.

To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Article provided by Centre for the Study of African Economies (CSAE) in its journal Journal of African Economies.

Volume (Year): 11 (2002)
Issue (Month): 4 (December)
Pages: 503-541

in new window

Handle: RePEc:oup:jafrec:v:11:y:2002:i:4:p:503-541
Contact details of provider: Postal:
Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK

Phone: +44-(0)1865 271084
Fax: 01865 267 985
Web page:

More information through EDIRC

Order Information: Web:

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:oup:jafrec:v:11:y:2002:i:4:p:503-541. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Oxford University Press)

or (Christopher F. Baum)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.