Spatial Quantile Regression

Artikel

In a number of applications, a crucial problem consists in describing and analyzing the influence of a vector Xi of covariates on some real-valued response variable Yi. In the present context, where the observations are made over a collection of sites, this study is more difficult, due to the complexity of the possible spatial dependence among the various sites. In this paper, instead of spatial mean regression, we thus consider the spatial quantile regression functions. Quantile regression has been considered in a spatial context. The main aim of this paper is to incorporate quantile regression and spatial econometric modeling. Substantial variation exists across quantiles, suggesting that ordinary regression is insufficient on its own. Quantile estimates of a spatial-lag model show considerable spatial dependence in the different parts of the distribution.

Angaben zum Objekt

• Weitere Titel: Przestrzenna regresja kwantylowa
• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Journal: Comparative Economic Research. Central and Eastern Europe ; ISSN: 2082-6737 ; Volume: 15 ; Year: 2012 ; Issue: 4 ; Pages: 265-279 ; Łódź: Łódź University Press

Klassifikation und Themen

• Klassifikation: Wirtschaft

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Trzpiot, Grażyna
• Ereignis: Veröffentlichung
• (wer): Łódź University Press
• (wo): Łódź
• (wann): 2012

Weitere Informationen

• DOI: doi:10.2478/v10103-012-0040-8
• Handle: http://hdl.handle.net/10419/259132
• Letzte Aktualisierung: 20.09.2024, 08:22 MESZ