- Tytuł:
- Spatial Quantile Regression
- Autorzy:
- Trzpiot, Grażyna
- Powiązania:
- https://bibliotekanauki.pl/articles/632789.pdf
- Data publikacji:
- 2012-12-01
- Wydawca:
- Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
- Opis:
- 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.
- Źródło:
-
Comparative Economic Research. Central and Eastern Europe; 2012, 15, 4; 265-279
1508-2008
2082-6737 - Pojawia się w:
- Comparative Economic Research. Central and Eastern Europe
- Dostawca treści:
- Biblioteka Nauki