Analysis of residuals in quantile regression: an application to income data in Brazil.

Santos, Bruno R., Elian, Silvia N. (2012) Analysis of residuals in quantile regression: an application to income data in Brazil. In: Proceedings of the 27th International Workshop on Statistical Modelling. . pp. 723-728. Statistical Modelling Society ISBN 978-80-263-0250-6. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:90494)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
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Abstract

Analysis of residuals is a very important analysis usually performed in the classical regression diagnostics framework. In this paper, we propose a similar kind of analysis, but in quantile regression models. We make use of quantile residuals defined by Dunn and Smyth (1996) to verify the assumption of asymmetric Laplace distribution (Yu and Zhang, 2005) to the errors in a quantile regression model. To illustrate the method we used data from the National Household Sample Survey, performed in Brazil. We were able to visualize a better approximation of the asymmetric Laplace assumption only in the log-linear model fitted to describe income as a function of other variables.

Item Type:	Conference or workshop item (Paper)
Uncontrolled keywords:	Analysis of Residuals; Quantile Residuals; Quantile Regression; Income; Equivariance Property
Subjects:	Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics
Divisions:	Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Depositing User:	Amy Boaler
Date Deposited:	30 Sep 2021 11:20 UTC
Last Modified:	05 Nov 2024 12:56 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/90494 (The current URI for this page, for reference purposes)

University of Kent Author Information

Santos, Bruno R..

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