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 Название: Quantile Regression: Applications on Experimental and Cross Section Data using EViews
Автор: I. Gusti Ngurah Agung
Издательство: Wiley
Год: 2021
Формат: EPUB, PDF
Размер: 67 Мб
Язык: английский / English
A thorough presentation of Quantile Regression designed to help readers obtain richer information from data analyses. The conditional least-square or mean-regression (MR) analysis is the quantitative research method used to model and analyze the relationships between a dependent variable and one or more independent variables, where each equation estimation of a regression can give only a single regression function or fitted values variable. As an advanced mean regression analysis, each estimation equation of the mean-regression can be used directly to estimate the conditional quantile regression (QR), which can quickly present the statistical results of a set nine QR(τ)s for τ(tau)s from 0.1 up to 0.9 to predict detail distribution of the response or criterion variable. QR is an important analytical tool in many disciplines such as statistics, econometrics, ecology, healthcare, and engineering.
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.
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Автор: harun54 26-08-2021, 09:25 | Напечатать
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Quantile Regression: Applications on Experimental and Cross Section Data using EViews 
