Re: st: qreg (median regression)

[John Antonakis <John.Antonakis@unil.ch>]

Thanks Nick.

I also forgot that I a copy of the following:

Hao, L., & Naiman, D. Q. (2007). Quantile regression. Thousand Oaks, 
Calif.: Sage Publications.

This is a good book that explains quantile regression nicely....though I 
am still hunting for the simulations.

Best,
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
__________________________________________

On 08.04.2013 00:37, Nick Cox wrote:
> 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
> njcoxstata@gmail.com
>
>
> On 7 April 2013 21:55, John Antonakis <John.Antonakis@unil.ch> 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
> > __________________________________________
> >
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