Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: qreg (median regression)
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: qreg (median regression)
Date
Sun, 7 Apr 2013 23:37:48 +0100
I think access to literature is made complicated by different names
here. Quantile regression, L_1, median regression are among names
used. Much is under the heading robust regression in books on robust
statistics.
Nick
[email protected]
On 7 April 2013 21:55, John Antonakis <[email protected]> wrote:
> Hi:
>
> I have been playing around with Stata's qreg, and have been reading up on
> when qreg is useful. For the case of median regression, I can't find much
> literature on it, particularly about the small sample properties of the
> estimator. Does anyone know of any simulation studies that compares the
> efficiency of the median-regression (LAD) estimator to that of the OLS
> estimator in small samples (and ideally with data having outliers)?
>
> Thanks.
> J.
>
> --
> __________________________________________
>
> John Antonakis
> Professor of Organizational Behavior
> Director, Ph.D. Program in Management
>
> Faculty of Business and Economics
> University of Lausanne
> Internef #618
> CH-1015 Lausanne-Dorigny
> Switzerland
> Tel ++41 (0)21 692-3438
> Fax ++41 (0)21 692-3305
> http://www.hec.unil.ch/people/jantonakis
>
> Associate Editor
> The Leadership Quarterly
> __________________________________________
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/