Search results for "quantile regression"
showing 10 items of 66 documents
Design-based estimation for geometric quantiles with application to outlier detection
2010
Geometric quantiles are investigated using data collected from a complex survey. Geometric quantiles are an extension of univariate quantiles in a multivariate set-up that uses the geometry of multivariate data clouds. A very important application of geometric quantiles is the detection of outliers in multivariate data by means of quantile contours. A design-based estimator of geometric quantiles is constructed and used to compute quantile contours in order to detect outliers in both multivariate data and survey sampling set-ups. An algorithm for computing geometric quantile estimates is also developed. Under broad assumptions, the asymptotic variance of the quantile estimator is derived an…
Nonlinear parametric quantile models
2020
Quantile regression is widely used to estimate conditional quantiles of an outcome variable of interest given covariates. This method can estimate one quantile at a time without imposing any constraints on the quantile process other than the linear combination of covariates and parameters specified by the regression model. While this is a flexible modeling tool, it generally yields erratic estimates of conditional quantiles and regression coefficients. Recently, parametric models for the regression coefficients have been proposed that can help balance bias and sampling variability. So far, however, only models that are linear in the parameters and covariates have been explored. This paper …
Modelling the timing of divorce in Italy: a survival analysis on regression quantiles
2011
The analysis of marital dissolution in Italy represents a quite interesting and challenging topic from a substantive standpoint; in fact, despite of the decreasing number of marriages and the increasing number of divorces, the traditional family based on the marriage of heterosexual partners is still considered as a fundamental institution of the society. Here we present a censored quantile regression model with additive terms to investigate the determinants of the timing of marital dissolution on a large and substantial sample from a survey carried on in Italy.
Increase in rear-end collision risk by acute stress-induced fatigue in on-road truck driving.
2021
Increasing road crashes related to occupational drivers’ deteriorating health has become a social problem. To prevent road crashes, warnings and predictions of increased crash risk based on drivers’ conditions are important. However, in on-road driving, the relationship between drivers’ physiological condition and crash risk remains unclear due to difficulties in the simultaneous measurement of both. This study aimed to elucidate the relationship between drivers’ physiological condition assessed by autonomic nerve function (ANF) and an indicator of rear-end collision risk in on-road driving. Data from 20 male truck drivers (mean ± SD, 49.0±8.2 years; range, 35–63 years) were analyzed. Over …
Peer effects in the light of students interactions and the subjective dimensions of school experience
2011
This Thesis addresses the issue of peer-effects in the context of school. From analysis of a large database produced by a Chilean national study (SIMCE 2004), this work investigates the mechanisms through which pupils with different levels of scholastic, human and cultural capital influence each other. These influences seem present for a diverse range of school outcomes, including academic achievement. Drawing on the literature produced by different disciplinary approaches —sociology, economics, social psychology and education— the study focuses on ways of identifying and measuring peer-effects. The presence of subjective dimensions capable of reflecting, in part, the school experience of p…
Carbon and safe-haven flows
2022
<abstract> <p>This paper explores the role of European Union Allowances (EUAs) as a safe haven for a range of assets and analyses the effect of safe-haven flows on the European carbon futures market. In particular, we demonstrate that EUAs can be considered a refuge against fluctuations in corporate bonds, gold and volatility-related assets in periods of market turmoil. Furthermore, we have shown that extremely bearish and bullish movements in those assets for which the EUA acts as a safe haven induce excess volatility in carbon markets, higher carbon trading volume and larger than normal EUA bid-ask spreads. These findings support the idea that some traders, by considering carb…
A new approach for clustering of effects in quantile regression
2017
In this paper we aim at nding similarities among the coefficients from a multivariate regression. Using a quantile regression coefficients modeling, the effect of each covariate, given a response (also multivariate) is a curve in the multidimensional space of the percentiles. Collecting all the curves, describing the effects of each covariate on each response variable, we could be able to assess if only one or more covariates have same effects on different responses.
Functional principal component analysis of quantile curves
2017
Literature on functional data analysis is mainly focused on estimation of individuals curves and characterization of average dynamics. The idea underlying this proposal is to focus attention on other particular features of the distribution of the observed data, moving from mean functions towards functional quantiles. The motivating examples are functional data sets that are collections of high frequency data recorded along time. As quantiles provide information on various aspects of a time series, we propose a modelling framework for the joint estimation of functional quantiles, varying along time, and functional principal components, summarizing some common dynamics shared by the functiona…
Growth curves of sorghum roots via quantile regression with P-splines
2014
Plant roots are a major pool of total carbon in the planet and their dynamics are directly relevant to greenhouse gas balance. Composted wastes are increasingly used in agriculture for environmental and economic reasons and their role as a substitute for traditional fertilizers needs to be tested on all plant components. Here we propose a regression quantile approach based on P-splines to assess, quantify and compare the root growth patterns in two treatment groups respectively undergoing compost and traditional fertilization.
Interactions, spillovers de connaissance et croissance des économies modernes. Faut-il préférer la globalisation ou la proximité géographique ?
2009
Globalisation and metropolisation in modern economies induce some locational strategies of knowledge based activities towards cities and deeply increase trade and move of ideas across cities. In that context, we study the way knowledge spillovers have influenced the economic growth of 82 European Metropolises over the 1990-2005 period. We model knowledge spillovers across cities according to three specific interaction patterns depending either on geography or on global advanced services or thought a combination of these patterns. We show that the mixed pattern matters the best for economic growth of cities in Europe.