Understanding the effect of measurement error on quantile regressions

DOI10.1016/J.JECONOM.2017.06.007zbMath1388.62105OpenAlexW2612722390MaRDI QIDQ2399536

Andrew Chesher

Publication date: 24 August 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.06.007

zbMATH Keywords

quantile regressionmeasurement errorparameter approximations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)

Related Items (6)

Measurement error models: editors' introduction ⋮ Nonparametric Gini-Frisch bounds ⋮ Inference on a distribution from noisy draws ⋮ Quantiles via moments ⋮ INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION ⋮ Moment conditions for the quadratic regression model with measurement error

Uses Software

• R
• quantreg

Cites Work

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• Quantile Regression With Measurement Error
• Instrumental Variable Treatment of Nonclassical Measurement Error Models
• Measurement Error in Nonlinear Models
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• Bayesian analysis of a three-component hierarchical design model
• Identifiability of a Linear Relation between Variables Which Are Subject to Error

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