Quantile Regression Applications on Experimental and Cross Section Data using EViews

• 出版社 ‏ : ‎ Wiley; 第 1st 版 (2021年6月18日)
• 出版日期 ‏ : ‎ 2021年6月18日
• 语言 ‏ : ‎ 英语
  

Quantile Regression: Applications on Experimental and Cross Section Data Using EViews provides examples of statistical results of various QR analyses based on experimental and cross section data of a variety of regression models. The author covers the applications of one-way, two-way, and n-way ANOVA quantile regressions, QRs with multi numerical predictors, heterogeneous QRs, and latent variables QRs, amongst others. Throughout the text, readers learn how to develop the best possible quantile regressions and how to conduct more advanced analysis using methods such as the quantile process, the Wald test, the redundant variables test, residual analysis, the stability test, and the omitted variables test. This rigorous volume:

• Describes how QR can provide a more detailed picture of the relationships between independent variables and the quantiles of the criterion variable, by using the least-square regression
• Presents the applications of the test for any quantile of any numerical response or -criterion variable
• Explores relationship of QR with heterogeneity: how an independent variable affects a dependent variable
• Offers expert guidance on forecasting and how to draw the best conclusions from the results obtained
• Provides a step-by-step estimation method and guide to enable readers to conduct QR analysis using their own data sets
• Includes a detailed comparison of conditional QR and conditional mean regression
  

Quantile Regression: Applications on Experimental and Cross Section Data Using EViews is a highly useful resource for students and lecturers in statistics, data analysis, econometrics, engineering, ecology, and healthcare, particularly those specializing in regression and quantitative data analysis.