| dc.contributor.author | Trzpiot, Grażyna | |
| dc.date.accessioned | 2015-06-22T10:00:42Z | |
| dc.date.available | 2015-06-22T10:00:42Z | |
| dc.date.issued | 2013 | |
| dc.identifier.issn | 0208-6018 | |
| dc.identifier.uri | http://hdl.handle.net/11089/10049 | |
| dc.description.abstract | We present in this paper a few important direction on research using quantile regression.
We start from some motivation for this method of regression. Secondly we present some
main areas of application this method. Finally we wanted to point out transformation of the main
model. This model, introduced by Powell (1991) and further analyzed by Chamberlain (1994) and
Buchinsky (1995), specifies the conditional quantiles of the Box-Cox transformation of the variable
under appraisal as a linear function of the covariates. It provides, within a simple set-up, the
needed flexibility, as both the transformation parameter and the coefficients of the linear function
are allowed to vary freely at each point of the distribution. The Box-Cox quantile regression,
which has the linear and log-linear models as particular cases, will provide, therefore, a direct
answer to the question of the appropriate transformation to be used. | pl_PL |
| dc.description.abstract | Przedstawiamy artykuł, w którym omawiamy modele regresji kwantylowej. Omawiamy motywacje
dla stosowania klasycznego modelu, jak również główne kierunki zastosowań regresji
kwantylowej. Następnie przechodzimy do transformacji podstawowego modelu. Ten model jest
wprowadzony przez Powell’a (1991) a kolejno analizowany przez Chamberlain’a (1994) i Buchinsky’ego
(1995), wprowadzono specyficzne warunkowe kwantyle znane jako transformacja Box–
Cox’a. Omawiamy estymację modeli oraz testy istotności. | pl_PL |
| dc.language.iso | en | pl_PL |
| dc.publisher | Wydawnictwo Uniwersytetu Łódzkiego | pl_PL |
| dc.relation.ispartofseries | Acta Universitatis Lodziensis. Folia Oeconomica;285 | |
| dc.subject | quantile regression | pl_PL |
| dc.subject | quantile regression model | pl_PL |
| dc.subject | Box-Cox transformation | pl_PL |
| dc.title | Properties of Transformation Quantile Regression Model | pl_PL |
| dc.title.alternative | Własności transformacji modelu regresji kwantylowej | pl_PL |
| dc.type | Article | pl_PL |
| dc.page.number | [125]-137 | pl_PL |
| dc.contributor.authorAffiliation | University of Economics in Katowice | pl_PL |
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