Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: RE: A math question


From   Yuval Arbel <yuval.arbel@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: A math question
Date   Fri, 21 Dec 2012 07:52:37 -0800

CJ, I don't know if this is your intention, but it might be of
assistance to take a look at econometric textbooks regarding how to
derive LAD (Least Absolute Deviations) and Quantile regression
estimators.

As Johnston and Dinardo put it: "As it turns out the LAD estimator
correspond to median regression, which is consistent for beta
because..." (page 445). Moreover, this system carries out the payoff
of median regression, which is unaffected by extreme values (unlike
the simple OLS).

The full reference is:

Johnston and Dinardo: Econometric Methods, Fourth Edition (1997)

On Fri, Dec 21, 2012 at 7:27 AM, Feiveson, Alan H. (JSC-SK311)
<alan.h.feiveson@nasa.gov> wrote:
> CJ -The median is one number, not a function - so it doesn't make sense to talk about differentiating it.
>
>
> If you mean what is the derivative of abs(x^3) with respect to x, it would be 3*x^2, because the derivative for x < 0 is the same as for x > 0 = 3*x^2.
>
>
>
> Al Feiveson
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of CJ Lan
> Sent: Friday, December 21, 2012 9:13 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: A math question
>
> Folks,
>
> I am not sure if this is an appropriate question but I am hoping someone wh= o knows the answer do not mind rendering her/his hands.
>
> What is the derivative of the median(abs(x^3)) with respect to x ?
>
> Thank you.
>
> CJ
>
>
> PLEASE NOTE: Florida has a very broad public records law. Most written communications to or from the Town of Jupiter officials and employees regarding public business are public records available to the public and media upon request. Your e-mail communications may be subject to public disclosure. Under Florida law, e-mail addresses are public records. If you do not want your e-mail address released in response to a public records request, do not send electronic mail to this entity. Instead, contact this office by phone or in writing. The views expressed in this message may not necessarily reflect those of the Town of Jupiter. If you have received this message in error, please notify us immediately by replying to this message, and please delete it from your computer. Thank you.
>
> This message has been scanned for malware by Websense. www.websense.com
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/



-- 
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street,
Haifa 33031, Israel
e-mail1: yuval.arbel@carmel.ac.il
e-mail2: yuval.arbel@gmail.com

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index