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Quantiles for Counts

Machado, Jose A F and Santos Silva, Joao M C (2003) Quantiles for Counts. Working Paper. EconWPA.

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Abstract

This paper studies the estimation of conditional quantiles of counts. Given the discreteness of the data, some smoothness has to be artificially imposed on the problem. The methods currently available to estimate quantiles of count data either assume that the counts result from the discretization of a continuous process, or are based on a smoothed objective function. However, these methods have several drawbacks. We show that it is possible to smooth the data in a way that allows inference to be performed using standard quantile regression techniques. The performance and implementation of the estimator are illustrated by simulations and an application.

Item Type: Monograph (Working Paper)
Uncontrolled Keywords: Asymmetric maximum likelihood; Jittering; Maximum score estimator; Quantile regression; Smoothing.
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Social Sciences > Economics, Department of
Depositing User: Jim Jamieson
Date Deposited: 07 Aug 2012 14:57
Last Modified: 07 Aug 2012 14:57
URI: http://repository.essex.ac.uk/id/eprint/3582

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