Quantile regression 40 years on

Quantile regression 40 years on
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40 年后的分位数回归

DOI:
10.1920/wp.cem.2017.3617
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发表时间:
2017
影响因子:
5.6
通讯作者:
R. Koenker
R. Koenker
中科院分区:
经济学1区
文献类型:
--
作者:
R. Koenker

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自克特莱在世纪的工作以来,社会科学已经把普通人形象化了,那个没有品质的假设的人,他的头在烤箱里,脚在冰桶里。自克特莱以来,传统的统计方法一直试图估计政策治疗对普通人的影响,然而,这种影响往往是非常异质的:医疗可能会提高预期寿命,但也会带来严重的短期风险;减少班级规模可能会提高好学生的表现,但对弱学生没有帮助,反之亦然。分位数回归方法可以帮助探索这些异质性效应。本文综述了分位数回归方法的一些最新进展。
Since Quetelet's work in the nineteenth century, social science has iconified the average man, that hypothetical man without qualities who is comfortable with his head in the oven and his feet in a bucket of ice. Conventional statistical methods since Quetelet have sought to estimate the effects of policy treatments for this average man. However, such effects are often quite heterogeneous: Medical treatments may improve life expectancy but also impose serious short-term risks; reducing class sizes may improve the performance of good students but not help weaker ones, or vice versa. Quantile regression methods can help to explore these heterogeneous effects. Some recent developments in quantile regression methods are surveyed in this review.
DOI: 10.1093/biomet/ass005
发表时间: 2012-06
期刊: Biometrika
影响因子: 2.7
作者:
H. Wang;L. Stefanski;Zhongyi Zhu
通讯作者: H. Wang;L. Stefanski;Zhongyi Zhu
DOI: 10.1080/01621459.2017.1330204
发表时间: 2018
影响因子: 3.7
作者:
Wang L;Zhou Y;Song R;Sherwood B
通讯作者: Sherwood B