Bootstrap Methods for Median Regression Models
The least-absolute-deviations (LAD) estimator for a median- regression model does not satisfy the standard conditions for obtaining asymptotic refinements through use of the bootstrap because the LAD objective function is not smooth. This paper overcomes this problem by smoothing the objective function so that it becomes differentiable.
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|Date of creation:||1996|
|Date of revision:|
|Contact details of provider:|| Postal: University of Iowa, Department of Economics, Henry B. Tippie College of Business, Iowa City, Iowa 52242|
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Web page: http://tippie.uiowa.edu/economics/
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