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

On Fractile Transformation of Covariates in Regression

Listed author(s):
  • Bodhisattva Sen
  • Probal Chaudhuri
Registered author(s):

    The need for comparing two regression functions arises frequently in statistical applications. Comparison of the usual regression functions is not very meaningful in situations where the distributions and the ranges of the covariates are different for the populations. For instance, in econometric studies, the prices of commodities and people's incomes observed at different time points may not be on comparable scales due to inflation and other economic factors. In this article, we describe a method of standardizing the covariates and estimating the transformed regression function, which then become comparable. We develop smooth estimates of the fractile regression function and study its statistical properties analytically as well as numerically. We also provide a few real examples that illustrate the difficulty in comparing the usual regression functions and motivate the need for the fractile transformation. Our analysis of the real examples leads to new and useful statistical conclusions that are missed by comparison of the usual regression functions.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Article provided by Taylor & Francis Journals in its journal Journal of the American Statistical Association.

    Volume (Year): 107 (2012)
    Issue (Month): 497 (March)
    Pages: 349-361

    in new window

    Handle: RePEc:taf:jnlasa:v:107:y:2012:i:497:p:349-361
    DOI: 10.1080/01621459.2011.646916
    Contact details of provider: Web page:

    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:taf:jnlasa:v:107:y:2012:i:497:p:349-361. 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: (Michael McNulty)

    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.