Search results for "Quantile regression"
showing 10 items of 66 documents
Quantile Regression Coefficients Modeling: a Penalized Approach
2018
Modeling quantile regression coefficients functions permits describing the coefficients of a quantile regression model as parametric functions of the order of the quantile. This approach has numerous advantages over standard quantile regression, in which different quantiles are estimated one at the time: it facilitates estimation and inference, improves the interpretation of the results, and is statistically efficient. On the other hand, it poses new challenges in terms of model selection. We describe a penalized approach that can be used to identify a parsimonious model that can fit the data well. We describe the method, and analyze the dataset that motivated the present paper. The propose…
Productivity, Ownership & National Chains: Evidence from the British Retail Sector
2008
This paper investigates whether foreign-owned retailers operating in the British retail sector perform differently than domestic-owned firms with diverse national presence. Using simultaneous quantile regression techniques we test for any sign of performance gaps. The findings suggest that foreign ownership turns out to be a weak explanatory factor of differences in performance across retailers. Only when firms in the upper quantiles of TFP are compared, the role of foreign ownership gains statistical significance, although with exceptions. On the other hand, firms able to expand their infrastructure across Great Britain possess a productivity advantage over more local retailers. This impli…
Rich regions, poor regions and bank branch deregulation in Spain
2016
Rich regions, poor regions and bank branch deregulation in Spain. Regional Studies. The links between financial deregulation and economic performance are evaluated in a European context. Specifically, the study analyses the relaxation of bank branching restrictions in Spain, which triggered a remarkable interregional expansion of savings banks that coincided with an unprecedented period of sustained economic expansion. Although related questions have been widely investigated for the United States, experiences in Europe have received far less research attention. An additional contribution of the paper lies in its use of quantile regression, which enables the investigation of the possibility …
Influence of age and gender on reference values for common pediatric sleep questionnaires: Results from a community-based study.
2017
Abstract Objectives Sleep problems are often assessed using questionnaires, but it is unclear whether the responses given are influenced by age and gender. We addressed this question in several widely used pediatric sleep questionnaires and provide age-dependent percentile curves. Methods Data of a community-based study in schoolchildren were reanalyzed (N = 163, 50% males, age 6–17 years). Children and their parents completed the Sleep-Related Breathing Disorder Scale (SRBDS) of the Pediatric Sleep Questionnaire, the Sleep Disturbance Scale for Children (SDSC), the Sleep Self Report (SSR) of the Children's Sleep Habits Questionnaire in a long and short version, the Epworth Sleepiness Scale…
Quantile regression for the FDI gravity equation
2015
Abstract Firm-level heterogeneity shapes foreign direct investment (FDI) flows, whereby a few firms are responsible for most of the world's FDI. Aggregate outcomes of FDI are highly skewed, and the estimates of FDI's antecedents vary largely depending on FDI level. The incidence of individual firms, however, varies across FDI's quantiles. To study the individual firms' effect on FDI flows, this study develops a quantile regression method for bilateral FDI panel data. This study estimates the differential incidence of individual firm-level projects on aggregate flows among 161 countries from 2003 to 2012. Results suggest that FDI's determinants vary across quantiles. In particular, the effec…
Individualized evaluation of health cost and health risks
2019
Abstract This paper presents an individualized evaluation of the health costs and health risks of haze pollution by conduction channels and conduction strengths. Ordinal probit model and quantile regression are used to analyze data on individuals in Hangzhou, an environmental friendly city in China. The analyses yield four findings. First, in Hangzhou, haze pollution increases citizens' health spending by >2.49 billion US dollars. Second, health costs are mainly driven by increased risks of respiratory infection. Third, the quantile analysis of health risks shows the conduction channels and corresponding strengths vary for different population groups by age and health status. Lastly, respon…
Economies of diversification in microfinance: Evidence from quantile estimation on panel data
2020
Abstract Prior studies of the diversification-driven cost savings from the joint provision of credit and deposits in microfinance usually ignore the multi-way heterogeneity across MFIs which vary substantially in size, business model, target clientele and operate in diverse environments. Using a quantile panel data model with correlated effects capable of accommodating multiple heterogeneity, we show that the typical measurement of economies of diversification at the mean provides an incomplete and distorted picture of their magnitude and prevalence in the industry. While we find statistically significant estimates, they are modest for most small-size MFIs but are quite substantial for larg…
Non-crossing parametric quantile functions: an application to extreme temperatures
2019
Quantile regression can be used to obtain a non-parametric estimate of a conditional quantile function. The presence of quantile crossing, however, leads to an invalid distribution of the response and makes it difficult to use the fitted model for prediction. In this work, we show that crossing can be alleviated by modelling the quantile function parametrically. We then describe an algorithm for constrained optimisation that can be used to estimate parametric quantile functions with the noncrossing property. We investigate climate change by modelling the long-term trends of extreme temperatures in the Arctic Circle.
A new indicator for higher education student performance
2014
The debate on academic achievement is a heated issue that involves all the higher education contexts. This paper attempts to provide an indicator that can make the measurement of university student performance easier and that can be easily applied to different systems, making comparisons more fair. The Italian University System is used as a starting point to make several considerations on the current measures and to build up a new performance indicator. Then, a generalization for other marking systems is shown and finally a quantile regression is performed to investigate some determinants of the new performance indicator, also with respect to the current one.
The Somatic Symptom Disorder - B Criteria Scale (SSD-12): Factorial structure, validity and population-based norms.
2017
The Somatic Symptom Disorder - B Criteria Scale (SSD-12) assesses the psychological features of DSM-5 Somatic Symptom Disorder (SSD). The present study investigates the dimensionality and psychometric properties in a general population sample and provides norm values.Test dimensionality was evaluated via confirmatory factor analysis and nonparametric item response theory. Correlational analyses and logistic regression models based on related measures (SSS 8, PHQ-2, GAD-2, Health Care Utilization) were used to derive predictive validity. Age and gender specific norms were derived via quantile regression.The SSD-12 has good item characteristics and excellent reliability (Cronbach's α=0.95). C…