Quantile regression with aggregated data
Analyses using aggregated data may bias inference. In this work we show how to avoid or at least reduce this bias when estimating quantile regressions using aggregated information.Â This is possible by considering the unconditional quantile regression recently introduced by Firpo et al (2009) and using a specific strategy to aggregate the data.
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- Sergio Firpo & Nicole M. Fortin & Thomas Lemieux, 2007.
"Unconditional Quantile Regressions,"
NBER Technical Working Papers
0339, National Bureau of Economic Research, Inc.
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Department of Economics, Working Papers
016, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
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- Roger Koenker & Kevin F. Hallock, 2001.
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IZA Discussion Papers
1728, Institute for the Study of Labor (IZA).
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- Marianne P. Bitler & Jonah B. Gelbach & Hilary W. Hoynes, 2003. "What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments," Working Papers 109, RAND Corporation Publications Department.
- Marianne Bitler & Jonah Gelbach & Hilary Hoynes, 2003. "What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments," NBER Working Papers 10121, National Bureau of Economic Research, Inc.
- Hilary W. Hoynes & Marianne P Bitler & Jonah Gelbach, 2005. "What Mean Impacts Miss:Distributional Effects of Welfare Reform Experiments," Working Papers 531, University of California, Davis, Department of Economics.
- Yannis Bilias & Roger Koenker, 2001. "Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments," Empirical Economics, Springer, vol. 26(1), pages 199-220.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Rothe, Christoph, 2010. "Identification of unconditional partial effects in nonseparable models," Economics Letters, Elsevier, vol. 109(3), pages 171-174, December.
- Abrevaya, Jason & Dahl, Christian M, 2008. "The Effects of Birth Inputs on Birthweight," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 379-397.
- Rothe, Christoph, 2009. "Unconditional Partial Effects of Binary Covariates," TSE Working Papers 09-79, Toulouse School of Economics (TSE).
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