Quantile regression applications on experimental and cross section data using EViews

The conditional least-square or mean-regression (MR) analysis is the quantitative research method used to model and analyze the relationships between a dependent variable and one or more independent variables, where each equation estimation of a regression can give only a single regression function...

Full description

Bibliographic Details
Main Author: Agung, I Gusti Ngurah
Format: eBook
Language:English
Published: Hoboken, NJ Wiley 2021
Edition:Edition 2021
Subjects:
Online Access:
Collection: Wiley Online Books - Collection details see MPG.ReNa
LEADER 02483nmm a2200313 u 4500
001 EB002016779
003 EBX01000000000000001179678
005 00000000000000.0
007 cr|||||||||||||||||||||
008 220621 ||| eng
020 |a 9781119715184 
020 |a 9781119715160 
020 |a 9781119714958 
050 4 |a QA278.2 
100 1 |a Agung, I Gusti Ngurah 
245 0 0 |a Quantile regression  |h Elektronische Ressource  |b applications on experimental and cross section data using EViews  |c I Gusti Ngurah Agung 
250 |a Edition 2021 
260 |a Hoboken, NJ  |b Wiley  |c 2021 
300 |a xviii, 473 Seiten 
041 0 7 |a eng  |2 ISO 639-2 
989 |b WILOB  |a Wiley Online Books 
028 5 0 |a 10.1002/9781119714958 
776 |z 9781119715177 
856 4 0 |u https://doi.org/10.1002/9781119714958  |x Verlag  |3 Volltext 
082 0 |a 519.5 
650 4 |a EViews (Computer file) 
650 4 |a Quantile regression 
650 4 |a Mathematical statistics 
520 |a The conditional least-square or mean-regression (MR) analysis is the quantitative research method used to model and analyze the relationships between a dependent variable and one or more independent variables, where each equation estimation of a regression can give only a single regression function or fitted values variable. As an advanced mean regression analysis, each estimation equation of the mean-regression can be used directly to estimate the conditional quantile regression (QR), which can quickly present the statistical results of a set nine QR(τ)s for τ(tau)s from 0.1 up to 0.9 to predict detail distribution of the response or criterion variable. QR is an important analytical tool in many disciplines such as statistics, econometrics, ecology, healthcare, and engineering. Quantile Regression: Applications on Experimental and Cross Section Data Using EViews provides examples of statistical results of various QR analyses based on experimental and cross section data of a variety of regression models. The author covers the applications of one-way, two-way, and n-way ANOVA quantile regressions, QRs with multi numerical predictors, heterogeneous QRs, and latent variables QRs, amongst others. Throughout the text, readers learn how to develop the best possible quantile regressions and how to conduct more advanced analysis using methods such as the quantile process, the Wald test, the redundant variables test, residual analysis, the stability test, and the omitted variables test.