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Basic Statistics in Quantile Regression
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 Title & Authors
Basic Statistics in Quantile Regression
Kim, Jae-Wan; Kim, Choong-Rak;
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 Abstract
In this paper we study some basic statistics in quantile regression. In particular, we investigate the residual, goodness-of-fit statistic and the effect of one or few observations on estimates of regression coefficients. In addition, we compare the proposed goodness-of-fit statistic with the statistic considered by Koenker and Machado (1999). An illustrative example based on real data sets is given to see the numerical performance of the proposed basic statistics.
 Keywords
Goodness-of-fit statistic;influence measure;influential observations;residual;
 Language
English
 Cited by
 References
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