Search results for "quantile"
showing 10 items of 107 documents
Nonparametric estimation of quantile versions of the Lorenz curve
2018
Estimators of quantile versions of the Lorenz curve are proposed. The pointwise consistency and asymptotic normality of the estimators is proved. The efficiency of the estimators is also studied in simulations
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 …
Removing Batch Effects from Longitudinal Gene Expression - Quantile Normalization Plus ComBat as Best Approach for Microarray Transcriptome Data
2016
International audience; Technical variation plays an important role in microarray-based gene expression studies, and batch effects explain a large proportion of this noise. It is therefore mandatory to eliminate technical variation while maintaining biological variability. Several strategies have been proposed for the removal of batch effects, although they have not been evaluated in large-scale longitudinal gene expression data. In this study, we aimed at identifying a suitable method for batch effect removal in a large study of microarray-based longitudinal gene expression. Monocytic gene expression was measured in 1092 participants of the Gutenberg Health Study at baseline and 5-year fol…
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…
Statistical analysis of inter-arrival times of rainfall events for Italian Sub-Alpine and Mediterranean areas
2012
Abstract. In this work a set of time-series of inter-arrival times of rainfall events, at daily scale, was analysed, with the aim to verify the issue of increasing duration of dry periods. The set consists of 12 time-series recorded at rain gauges in 1926–2005, six of them belong to an Italian Sub-Alpine area (Piedmont) and six to a Mediterranean one (Sicily). In order to overcome the problem related to limited sample size for high values of inter-arrival times, the discrete probability polylog-series distribution was used to fit the empirical data from partial (20 yr) time-series. Moreover, a simple qualitative trend analysis was applied to some high quantiles of inter-arrival times as wel…
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…
New cut-off criterion for uninformative variable elimination in multivariate calibration of near-infrared spectra for the determination of heroin in …
2008
A new cut-off criterion has been proposed for the selection of uninformative variables prior to chemometric partial least squares (PLS) modelling. After variable elimination, PLS regressions were made and assessed comparing the results with those obtained by PLS models based on the full spectral range. To assess the prediction capabilities, uninformative variable elimination (UVE)-PLS and PLS were applied to diffuse reflectance near-infrared spectra of heroin samples. The application of the proposed new cut-off criterion, based on the t-Students distribution, provided similar predictive capabilities of the PLS models than those obtained using the original criteria based on quantile value. H…