کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10327542 | 681237 | 2013 | 12 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Assessing model adequacy in possibly misspecified quantile regression
ترجمه فارسی عنوان
ارزیابی کفایت مدل در رگرسیون کیفی احتمالا ضعیف
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
نظریه محاسباتی و ریاضیات
چکیده انگلیسی
Possibly misspecified linear quantile regression models are considered. A measure for assessing the combined effect of several covariates on a certain conditional quantile function is proposed. The measure is based on an adaptation to quantile regression of the famous coefficient of determination originally proposed for mean regression, and compares a 'reduced' model to a 'full' model, both of which can be misspecified. An estimator of this measure is proposed and its asymptotic distribution is investigated both in the non-degenerate and the degenerate case. The finite sample performance of the estimator is studied through a number of simulation experiments. The proposed measure is also applied to a data set on body fat measures.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 57, Issue 1, January 2013, Pages 558-569
Journal: Computational Statistics & Data Analysis - Volume 57, Issue 1, January 2013, Pages 558-569
نویسندگان
Hohsuk Noh, Anouar El Ghouch, Ingrid Van Keilegom,