| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/t0339 |
| 来源ID | Technical Working Paper 0339 |
| Unconditional Quantile Regressions | |
| Sergio Firpo; Nicole M. Fortin; Thomas Lemieux | |
| 发表日期 | 2007-07-12 |
| 出版年 | 2007 |
| 语种 | 英语 |
| 摘要 | We propose a new regression method to estimate the impact of explanatory variables on quantiles of the unconditional (marginal) distribution of an outcome variable. The proposed method consists of running a regression of the (recentered) influence function (RIF) of the unconditional quantile on the explanatory variables. The influence function is a widely used tool in robust estimation that can easily be computed for each quantile of interest. We show how standard partial effects, as well as policy effects, can be estimated using our regression approach. We propose three different regression estimators based on a standard OLS regression (RIF-OLS), a logit regression (RIF-Logit), and a nonparametric logit regression (RIF-OLS). We also discuss how our approach can be generalized to other distributional statistics besides quantiles. |
| 主题 | Econometrics ; Estimation Methods ; Labor Economics ; Labor Compensation |
| URL | https://www.nber.org/papers/t0339 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/570915 |
| 推荐引用方式 GB/T 7714 | Sergio Firpo,Nicole M. Fortin,Thomas Lemieux. Unconditional Quantile Regressions. 2007. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| t0339.pdf（426KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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