Quantile regression with clustered data

DOI10.1515/jem-2014-0011zbMath1345.62182OpenAlexW1562033056MaRDI QIDQ312355

Paulo M. D. C. Parente, João M. C. Santos Silva

Publication date: 15 September 2016

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: http://people.exeter.ac.uk/RePEc/dpapers/DP1305.pdf

zbMATH Keywords

panel dataspecification testingclustered standard errorsMoulton problem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear inference, regression (62J99)

Related Items (5)

Modelling and estimation of nonlinear quantile regression with clustered data ⋮ Estimation and Testing in M‐quantile Regression with Applications to Small Area Estimation ⋮ Generalised M‐quantile random‐effects model for discrete response: An application to the number of visits to physicians ⋮ The Lee-Carter quantile mortality model ⋮ Median regression models for clustered, interval-censored survival data -- an application to prostate surgery study

Uses Software

• Stata
• hreg

Cites Work

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• Alternatives to the Median Absolute Deviation
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Robust Inference With Multiway Clustering
• Quantiles for Counts

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