Rank tests and regression rank score tests in measurement error models
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Sexton, Joseph & Laake, Petter, 2008. "LogitBoost with errors-in-variables," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2549-2559, January.
- Vidal, Ignacio & Iglesias, Pilar, 2008. "Comparison between a measurement error model and a linear model without measurement error," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 92-102, September.
- Raymond J. Carroll & Aurore Delaigle & Peter Hall, 2007. "Non‐parametric regression estimation from data contaminated by a mixture of Berkson and classical errors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(5), pages 859-878, November.
- Liu, Wei & Wu, Lang, 2008. "A semiparametric nonlinear mixed-effects model with non-ignorable missing data and measurement errors for HIV viral data," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 112-122, September.
- Roger Koenker & Kevin F. Hallock, 2001. "Quantile Regression," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 143-156, Fall.
- Joshua Angrist & Victor Chernozhukov & Iván Fernández-Val, 2006.
"Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure,"
Econometrica, Econometric Society, vol. 74(2), pages 539-563, March.
- Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val, 2004. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," NBER Working Papers 10428, National Bureau of Economic Research, Inc.
- Omar Arias & Walter Sosa-Escudero & Kevin F. Hallock, 2001.
"Individual heterogeneity in the returns to schooling: instrumental variables quantile regression using twins data,"
Empirical Economics, Springer, vol. 26(1), pages 7-40.
- Omar Arias & Kevin F. Hallock & Walter Sosa Escudero, 1999. "Individual Heterogeneity in the Returns to Schooling: Instrumental Variables Quantile Regression using Twins Data," Department of Economics, Working Papers 016, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
- Omar Arias & Kevin F. Hallock & Walter Sosa Escudero, 1999. "Individual Heterogeneity in the Returns to Schooling: Instrumental Variables Quantile Regression using Twins Data," IIE, Working Papers 016, IIE, Universidad Nacional de La Plata.
- Jacqmin-Gadda, Helene & Sibillot, Solenne & Proust, Cecile & Molina, Jean-Michel & Thiebaut, Rodolphe, 2007. "Robustness of the linear mixed model to misspecified error distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 5142-5154, June.
- Pollard, David, 1991. "Asymptotics for Least Absolute Deviation Regression Estimators," Econometric Theory, Cambridge University Press, vol. 7(2), pages 186-199, June.
- Jerry Hausman, 2001. "Mismeasured Variables in Econometric Analysis: Problems from the Right and Problems from the Left," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 57-67, Fall.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Cardot, Herve & Crambes, Christophe & Kneip, Alois & Sarda, Pascal, 2007. "Smoothing splines estimators in functional linear regression with errors-in-variables," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4832-4848, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- A. Saleh & Jan Picek & Jan Kalina, 2012. "R-estimation of the parameters of a multiple regression model with measurement errors," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(3), pages 311-328, April.
- Saleh, A.K.Md. Ehsanes & Shalabh,, 2014. "A ridge regression estimation approach to the measurement error model," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 68-84.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Wiji Arulampalam & Alison Booth & Mark Bryan, 2010.
"Are there asymmetries in the effects of training on the conditional male wage distribution?,"
Journal of Population Economics, Springer;European Society for Population Economics, vol. 23(1), pages 251-272, January.
- Mark Bryan & Wiji Arulampalam & Alison Booth, 2004. "Are There Asymmetries In The Effects Of Training On The Conditional Male Wage Distribution?," Royal Economic Society Annual Conference 2004 115, Royal Economic Society.
- Arulampalam, Wiji & Booth, Alison L. & Bryan, Mark L., 2004. "Are There Asymmetries in the Effects of Training on the Conditional Male Wage Distribution?," IZA Discussion Papers 984, Institute of Labor Economics (IZA).
- L. Bryan, Mark & L. Booth, Alison & Arulampalam, Wiji, 2004. "Are there asymmetries in the effects of training on the conditional male wage distribution," ISER Working Paper Series 2004-01, Institute for Social and Economic Research.
- Wiji Arulampalam & Alison Booth & Mark L. Bryan, 2006. "Are there Asymmetries in the Effects of Training on the Conditional Male Wage Distribution?," CEPR Discussion Papers 523, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Booth, Alison & Arulampalam, Wiji & Bryan, Mark L, 2004. "Are There Asymmetries in the Effects of Training on the Conditional Male Wage Distribution?," CEPR Discussion Papers 4289, C.E.P.R. Discussion Papers.
- Komunjer, Ivana & Vuong, Quang, 2010. "Efficient estimation in dynamic conditional quantile models," Journal of Econometrics, Elsevier, vol. 157(2), pages 272-285, August.
- Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván, 2019.
"Conditional quantile processes based on series or many regressors,"
Journal of Econometrics, Elsevier, vol. 213(1), pages 4-29.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Iv'an Fern'andez-Val, 2011. "Conditional Quantile Processes based on Series or Many Regressors," Papers 1105.6154, arXiv.org, revised Aug 2018.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP46/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers 46/16, Institute for Fiscal Studies.
- Stacy, Brian, 2014. "Left with Bias? Quantile Regression with Measurement Error in Left Hand Side Variables," EconStor Preprints 104744, ZBW - Leibniz Information Centre for Economics.
- Komunjer, Ivana, 2013. "Quantile Prediction," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 961-994, Elsevier.
- Paul Hewson & Keming Yu, 2008. "Quantile regression for binary performance indicators," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 24(5), pages 401-418, September.
- Muller, Christophe, 2018.
"Heterogeneity and nonconstant effect in two-stage quantile regression,"
Econometrics and Statistics, Elsevier, vol. 8(C), pages 3-12.
- Christophe Muller, 2017. "Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression," Working Papers halshs-01157552, HAL.
- Christophe Muller, 2018. "Heterogeneity and nonconstant effect in two-stage quantile regression," Post-Print hal-01647474, HAL.
- V L Miguéis & D F Benoit & D Van den Poel, 2013.
"Enhanced decision support in credit scoring using Bayesian binary quantile regression,"
Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(9), pages 1374-1383, September.
- V. L. Miguéis & D. F. Benoit & D. Van Den Poel, 2012. "Enhanced Decision Support in Credit Scoring Using Bayesian Binary Quantile Regression," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/803, Ghent University, Faculty of Economics and Business Administration.
- Fattouh, Bassam & Scaramozzino, Pasquale & Harris, Laurence, 2005.
"Capital structure in South Korea: a quantile regression approach,"
Journal of Development Economics, Elsevier, vol. 76(1), pages 231-250, February.
- Fattouh, Bassam & Pasquale Scaramozzino & Laurence Hariss, 2002. "Capital structure in South Korea: A Quantile Regression Approach," Royal Economic Society Annual Conference 2002 70, Royal Economic Society.
- Bassam Fattouh & Laurence Harris & Pasquale Scaramozzino, 2003. "Capital Structure in South Korea: A Quantile Regression Approach," CEIS Research Paper 40, Tor Vergata University, CEIS.
- Balestra, Simone & Backes-Gellner, Uschi, 2017.
"Heterogeneous returns to education over the wage distribution: Who profits the most?,"
Labour Economics, Elsevier, vol. 44(C), pages 89-105.
- Simone Balestra & Uschi Backes-Gellner, 2013. "Heterogeneous Returns to Education Over Wage Distribution: Who Profits the Most?," Economics of Education Working Paper Series 0091, University of Zurich, Department of Business Administration (IBW), revised Dec 2013.
- Patricia Stefani & Ciro Biderman, 2006. "Returns to Education and Wage Differentials in Brazil: A Quantile Approach," Economics Bulletin, AccessEcon, vol. 9(1), pages 1-6.
- Chen, Zhao & Cheng, Vivian Xinyi & Liu, Xu, 2024. "Reprint: Hypothesis testing on high dimensional quantile regression," Journal of Econometrics, Elsevier, vol. 239(2).
- Fournier, Jean-Marc & Koske, Isabell, 2013. "Public employment and earnings inequality: An analysis based on conditional and unconditional quantile regressions," Economics Letters, Elsevier, vol. 121(2), pages 263-266.
- Corrado Andini, 2010.
"Within-groups wage inequality and schooling: further evidence for Portugal,"
Applied Economics, Taylor & Francis Journals, vol. 42(28), pages 3685-3691.
- Andini, Corrado, 2007. "Within-Groups Wage Inequality and Schooling: Further Evidence for Portugal," IZA Discussion Papers 2828, Institute of Labor Economics (IZA).
- Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2016.
"IV Quantile Regression for Group‐Level Treatments, With an Application to the Distributional Effects of Trade,"
Econometrica, Econometric Society, vol. 84, pages 809-833, March.
- Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2015. "IV Quantile Regression for Group-level Treatments, with an Application to the Distributional Effects of Trade," NBER Working Papers 21033, National Bureau of Economic Research, Inc.
- Christophe Muller, 2019.
"Linear Quantile Regression and Endogeneity Correction,"
Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 9(5), pages 123-128, August.
- Christophe Muller, 2019. "Linear Quantile Regression and Endogeneity Correction," Working Papers halshs-02272874, HAL.
- Christophe Muller, 2019. "Linear Quantile Regression and Endogeneity Correction," AMSE Working Papers 1920, Aix-Marseille School of Economics, France.
- Christophe Muller, 2019. "Linear Quantile Regression and Endogeneity Correction," Post-Print hal-02618513, HAL.
- Escanciano, J.C. & Goh, S.C., 2014. "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 495-507.
- Corrado Andini, 2007. "The total impact of schooling on within-groups wage inequality in Portugal," Applied Economics Letters, Taylor & Francis Journals, vol. 15(2), pages 85-90.
- Elsy Thomas Kizhakethalackal & Debasri Mukherjee & Eskander Alvi, 2013. "Quantile regression analysis of health-aid and infant mortality: a note," Applied Economics Letters, Taylor & Francis Journals, vol. 20(13), pages 1197-1201, September.
- Corrado Andini, 2009. "Financial intermediation and growth: causality and causes without outliers," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 8(1), pages 15-22, April.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:54:y:2010:i:12:p:3108-3120. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.