The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Basic Statistics in Quantile Regression

  • Kim, Jae-Wan (Department of Statistics, Pusan National University) ;
  • Kim, Choong-Rak (Department of Statistics, Pusan National University)
  • Received : 2012.01.02
  • Accepted : 2012.04.05
  • Published : 2012.04.30
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Abstract

In this paper we study some basic statistics in quantile regression. In particular, we investigate the residual, goodness-of-fit statistic and the effect of one or few observations on estimates of regression coefficients. In addition, we compare the proposed goodness-of-fit statistic with the statistic considered by Koenker and Machado (1999). An illustrative example based on real data sets is given to see the numerical performance of the proposed basic statistics.

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References

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