QUANTILE REGRESSION A THOROUGH PRESENTATION OF QUANTILE REGRESSION
DESIGNED TO HELP READERS OBTAIN RICHER INFORMATION FROM DATA
ANALYSESThe conditional least-square or mean-regression (MR) analysis
is the quantitative research method used to model and analyze the
relationships between a dependent variable and one or more independent
variables, where each equation estimation of a regression can give
only a single regression function or fitted values variable. As an
advanced mean regression analysis, each estimation equation of the
mean-regression can be used directly to estimate the conditional
quantile regression (QR), which can quickly present the statistical
results of a set nine QR(Ä)s for Ä(tau)s from 0.1 up to 0.9 to
predict detail distribution of the response or criterion variable. QR
is an important analytical tool in many disciplines such as
statistics, econometrics, ecology, healthcare,
and engineering._Quantile Regression: Applications on Experimental
and Cross Section Data Using EViews_ provides examples of statistical
results of various QR analyses based on experimental and cross section
data of a variety of regression models. The author covers the
applications of one-way, two-way, and n-way ANOVA quantile
regressions, QRs with multi numerical predictors, heterogeneous QRs,
and latent variables QRs, amongst others. Throughout the text, readers
learn how to develop the best possible quantile regressions and how to
conduct more advanced analysis using methods such as the quantile
process, the Wald test, the redundant variables test, residual
analysis, the stability test, and the omitted variables test. This
rigorous volume:
* Describes how QR can provide a more detailed picture of the
relationships between independent variables and the quantiles of the
criterion variable, by using the least-square regression
* Presents the applications of the test for any quantile of any
numerical response or criterion variable
* Explores relationship of QR with heterogeneity: how an independent
variable affects a dependent variable
* Offers expert guidance on forecasting and how to draw the best
conclusions from the results obtained
* Provides a step-by-step estimation method and guide to enable
readers to conduct QR analysis using their own data sets
* Includes a detailed comparison of conditional QR and conditional
mean regression
_Quantile Regression: Applications on Experimental and Cross Section
Data Using EViews _is a highly useful resource for students and
lecturers in statistics, data analysis, econometrics, engineering,
ecology, and healthcare, particularly those specializing in regression
and quantitative data analysis.
Les mer
Applications on Experimental and Cross Section Data using EViews
Produktdetaljer
ISBN
9781119715184
Publisert
2021
Utgave
1. utgave
Utgiver
Vendor
Wiley-Blackwell
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter