scholarly journals Quantile Regression with Generated Regressors

2017 ◽  
Author(s):  
Liqiong Chen ◽  
Antonio F. Galvao ◽  
Suyong Song
Keyword(s):  
Quantile Regression ◽  
Generated Regressors

scholarly journals Quantile Regression with Generated Regressors

Econometrics ◽  
2021 ◽  
Vol 9 (2) ◽  
pp. 16
Author(s):  
Liqiong Chen ◽  
Antonio F. Galvao ◽  
Suyong Song
Keyword(s):  
Quantile Regression ◽  
Estimation Error ◽  
Asymptotic Variance ◽  
Asymptotic Properties ◽  
Estimation Procedure ◽  
Finite Sample ◽  
Testing Procedures ◽  
Engel Curves ◽  
Generated Regressors ◽  
Two Step Estimation

This paper studies estimation and inference for linear quantile regression models with generated regressors. We suggest a practical two-step estimation procedure, where the generated regressors are computed in the first step. The asymptotic properties of the two-step estimator, namely, consistency and asymptotic normality are established. We show that the asymptotic variance-covariance matrix needs to be adjusted to account for the first-step estimation error. We propose a general estimator for the asymptotic variance-covariance, establish its consistency, and develop testing procedures for linear hypotheses in these models. Monte Carlo simulations to evaluate the finite-sample performance of the estimation and inference procedures are provided. Finally, we apply the proposed methods to study Engel curves for various commodities using data from the UK Family Expenditure Survey. We document strong heterogeneity in the estimated Engel curves along the conditional distribution of the budget share of each commodity. The empirical application also emphasizes that correctly estimating confidence intervals for the estimated Engel curves by the proposed estimator is of importance for inference.

Kaitan Akses Internet dan Penyelesaian Tugas Sekolah Berdasarkan Regresi Kuantil Menuju Masyarakat 5.0

2020 ◽  
Vol 3 (2) ◽  
pp. 342-350
Author(s):  
Suparna Parwodiwiyono
Keyword(s):  
Quantile Regression ◽  
Internet Use ◽  
Secondary Data ◽  
Internet Access ◽  
The Internet ◽  
School Work ◽  
Close Relationship ◽  
Use Of The Internet ◽  
Good Learning ◽  
The Relationship

Abstrak: Bagi generasi pasca milenial penggunaan internet sangat akrab tetapi dengan berbagai tujuan penggunaan. Penelitian ini ingin melihat keterkaitan penggunaan internet oleh penduduk yang sedang sekolah untuk kepentingan penyelesaian tugas sekolah di Indonesia untuk mendapatkan hasil belajar yang baik. Analisis berdasarkan data sekunder dari Survei Sosial Ekonomi Nasional tahun 2018. Hanya saja data yang didapatkan tidak simetris dengan adanya pencilan. Regresi kuantil digunakan untuk meminimumkan pengaruh dari pencilan yang ada. Penelitian mendapatkan hasil bahwa terdapat kaitan yang erat antara akses internet dari penduduk yang sedang sekolah dengan penyelesaian tugas sekolah.  Hasil regresi kuantil menunjukkan bahwa proporsi akses internet untuk penyelesaian tugas sekolah berbeda antar golongan proporsi penggunaan internet. Proporsi penggunaan internet yang tinggi akan digunakan untuk penyelesaian tugas sekolah yang lebih tinggi pula. Abstract: For the post millennial generation the use of the internet is very familiar but with various purposes of use. This study wants to look at the relationship between the use of the internet by residents who are currently in school for the sake of completing school work in Indonesia to get good learning outcomes. Analysis based on secondary data from the 2018 National Socio-Economic Survey. It's just that the data obtained is not symmetrical with outliers. Quantile regression is used to minimize the effect of outliers. The study found that there was a close relationship between internet access from residents who were in school and completion of school work. The quantile regression results show that the proportion of internet access for completing school work differs between groups of proportions of internet use. A high proportion of internet use will be used for completing higher school work.

Sign in / Sign up

Export Citation Format

Share Document