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Detraction The Impact Of Abnormal Values On Predict Of Dependent Variables Using Conditional Quantile Regression

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  • Nasradeen Salih

    (University of Duhok, Duhok, Iraq)

Abstract

This paper summarizes how to downplay the impact of anomalous values of the dependent variables estimated through the function of inverse standard normal cumulative distribution known median regression or conditional quantile regression using real deviation of error, instead of applying the square errors were the squareness errors sometimes lead to high values which affecting on the response variable predict.

Suggested Citation

  • Nasradeen Salih, 2018. "Detraction The Impact Of Abnormal Values On Predict Of Dependent Variables Using Conditional Quantile Regression," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, vol. 15(1), pages 159-171, June.
    • Handle: RePEc:sko:yrbook:v:15:y:2018:i:1:p:159-171
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    File URL: http://www.feba.uni-sofia.bg/sko/yrbook/Yearbook15-09.pdf
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    References listed on IDEAS

    as
    1. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
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