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Re: st: qreg (median regression)


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: qreg (median regression)
Date   Wed, 10 Apr 2013 00:46:27 +0200

Thanks Nick.

I also forgot that I a copy of the following:

Hao, L., & Naiman, D. Q. (2007). Quantile regression. Thousand Oaks, Calif.: Sage Publications.

This is a good book that explains quantile regression nicely....though I am still hunting for the simulations.

Best,
J.

__________________________________________

John Antonakis
Professor of Organizational Behavior
Director, Ph.D. Program in Management

Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________

On 08.04.2013 00:37, Nick Cox wrote:
I think access to literature is made complicated by different names
here. Quantile regression,  L_1, median regression are among names
used. Much is under the heading robust regression in books on robust
statistics.
Nick
njcoxstata@gmail.com


On 7 April 2013 21:55, John Antonakis <John.Antonakis@unil.ch> wrote:
Hi:

I have been playing around with Stata's qreg, and have been reading up on
when qreg is useful. For the case of median regression, I can't  find much
literature on it, particularly about the small sample properties of the
estimator.  Does anyone know of any simulation studies that compares the
efficiency of the median-regression (LAD) estimator to that of the OLS
estimator in small samples (and ideally with data having outliers)?

Thanks.
J.

--
__________________________________________

John Antonakis
Professor of Organizational Behavior
Director, Ph.D. Program in Management

Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________

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