Quantile regression with clustered data
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Publication:312355
DOI10.1515/JEM-2014-0011zbMATH Open1345.62182OpenAlexW1562033056MaRDI QIDQ312355FDOQ312355
Authors: 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
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Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99) Applications of statistics to economics (62P20)
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- Alternatives to the Median Absolute Deviation
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- Quantiles for Counts
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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- Asymptotic inference from multi-stage samples
- OLS Estimation in a Model Where a Microvariable is Explained by Aggregates and Contemporaneous Disturbances are Equicorrelated
- Robust inference with multiway clustering
Cited In (13)
- Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects
- Semiparametric approach to a random effects quantile regression model
- The Lee-Carter quantile mortality model
- Recent advances in scaling-down sampling methods in machine learning
- Quantile inference based on clustered data
- HAC Covariance Matrix Estimation in Quantile Regression
- Clusters of effects curves in quantile regression models
- Estimation and Testing in M‐quantile Regression with Applications to Small Area Estimation
- Modelling and estimation of nonlinear quantile regression with clustered data
- Generalised M‐quantile random‐effects model for discrete response: An application to the number of visits to physicians
- Median regression models for clustered, interval-censored survival data -- an application to prostate surgery study
- Quantile-regression-based clustering for panel data
- Score-based test in high-dimensional quantile regression for longitudinal data with application to a glomerular filtration rate data
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