Quantile regression with aggregated data

TY - JOUR

T1 - Quantile regression with aggregated data

AU - Nicoletti, Cheti

AU - Best, Nicky

PY - 2012/11/1

Y1 - 2012/11/1

N2 - Analyses using aggregated data may bias inference. In this work we show how to aggregate data to avoid or at least reduce this bias when estimating quantile regressions.

AB - Analyses using aggregated data may bias inference. In this work we show how to aggregate data to avoid or at least reduce this bias when estimating quantile regressions.

KW - Quantile regression

KW - Aggregation bias

KW - Ecological inference

UR - http://www.scopus.com/inward/record.url?scp=84863438415&partnerID=8YFLogxK

U2 - 10.1016/j.econlet.2012.06.011

DO - 10.1016/j.econlet.2012.06.011

M3 - Article

SN - 0165-1765

VL - 117

SP - 401

JO - Economics Letters

JF - Economics Letters

IS - 2

M1 - 2

ER -