Artikel
Spatial Quantile Regression
In a number of applications, a crucial problem consists in describing and analyzing the influence of a vector Xi of covariates on some real-valued response variable Yi. In the present context, where the observations are made over a collection of sites, this study is more difficult, due to the complexity of the possible spatial dependence among the various sites. In this paper, instead of spatial mean regression, we thus consider the spatial quantile regression functions. Quantile regression has been considered in a spatial context. The main aim of this paper is to incorporate quantile regression and spatial econometric modeling. Substantial variation exists across quantiles, suggesting that ordinary regression is insufficient on its own. Quantile estimates of a spatial-lag model show considerable spatial dependence in the different parts of the distribution.
- Alternative title
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Przestrzenna regresja kwantylowa
- Language
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Englisch
- Bibliographic citation
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Journal: Comparative Economic Research. Central and Eastern Europe ; ISSN: 2082-6737 ; Volume: 15 ; Year: 2012 ; Issue: 4 ; Pages: 265-279 ; Łódź: Łódź University Press
- Classification
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Wirtschaft
- Event
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Geistige Schöpfung
- (who)
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Trzpiot, Grażyna
- Event
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Veröffentlichung
- (who)
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Łódź University Press
- (where)
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Łódź
- (when)
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2012
- DOI
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doi:10.2478/v10103-012-0040-8
- Handle
- Last update
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10.03.2025, 11:44 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Trzpiot, Grażyna
- Łódź University Press
Time of origin
- 2012
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DECOMPOSITION OF DIFFERENCES IN INCOME DISTRIBUTIONS USING QUANTILE REGRESSION
Determinants of poverty in Mexico: A quantile regression analysis
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Interpretation and semiparametric efficiency in quantile regression under misspecification