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Restricted Regression Quantiles

✍ Scribed by Quanshui Zhao

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
263 KB
Volume
72
Category
Article
ISSN
0047-259X

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✦ Synopsis

Regression quantiles can be used as prediction intervals for the response variable. But such applications are often hampered by the problem of quantile crossing in finite sample cases. This article examines the efficiency properties of restricted regression quantiles that are proposed by X. He (1997, Amer. Statist. 51, 186 192) to overcome the crossing problem of the usual regression quantiles of R. Koenker and G. Bassett (1978, Econometrica 46, 33 50) for linear models. An example using esterase assay data is presented to illustrate the use of restricted regression quantiles in constructing calibration intervals.

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