Spatial Quantile Regression
In a number of applications, a crucial problem consists in describing and analyzing the influence of a vector Xi of covariates on some real-valued response variable Yi. In the present context, where the observations are made over a collection of sites, this study is more difficult, due to the comple...
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Lodz University Press
2012-12-01
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| Series: | Comparative Economic Research |
| Online Access: | https://czasopisma.uni.lodz.pl/CER/article/view/6857 |
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doaj-7d346d54c8ee493b8b394aedb8be2e492021-09-02T11:41:38ZengLodz University PressComparative Economic Research1508-20082082-67372012-12-0115426527910.2478/v10103-012-0040-86857Spatial Quantile RegressionGrażyna Trzpiot0University of Economics in KatowiceIn a number of applications, a crucial problem consists in describing and analyzing the influence of a vector Xi of covariates on some real-valued response variable Yi. In the present context, where the observations are made over a collection of sites, this study is more difficult, due to the complexity of the possible spatial dependence among the various sites. In this paper, instead of spatial mean regression, we thus consider the spatial quantile regression functions. Quantile regression has been considered in a spatial context. The main aim of this paper is to incorporate quantile regression and spatial econometric modeling. Substantial variation exists across quantiles, suggesting that ordinary regression is insufficient on its own. Quantile estimates of a spatial-lag model show considerable spatial dependence in the different parts of the distribution.https://czasopisma.uni.lodz.pl/CER/article/view/6857 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Grażyna Trzpiot |
| spellingShingle |
Grażyna Trzpiot Spatial Quantile Regression Comparative Economic Research |
| author_facet |
Grażyna Trzpiot |
| author_sort |
Grażyna Trzpiot |
| title |
Spatial Quantile Regression |
| title_short |
Spatial Quantile Regression |
| title_full |
Spatial Quantile Regression |
| title_fullStr |
Spatial Quantile Regression |
| title_full_unstemmed |
Spatial Quantile Regression |
| title_sort |
spatial quantile regression |
| publisher |
Lodz University Press |
| series |
Comparative Economic Research |
| issn |
1508-2008 2082-6737 |
| publishDate |
2012-12-01 |
| description |
In a number of applications, a crucial problem consists in describing and analyzing the influence of a vector Xi of covariates on some real-valued response variable Yi. In the present context, where the observations are made over a collection of sites, this study is more difficult, due to the complexity of the possible spatial dependence among the various sites. In this paper, instead of spatial mean regression, we thus consider the spatial quantile regression functions. Quantile regression has been considered in a spatial context. The main aim of this paper is to incorporate quantile regression and spatial econometric modeling. Substantial variation exists across quantiles, suggesting that ordinary regression is insufficient on its own. Quantile estimates of a spatial-lag model show considerable spatial dependence in the different parts of the distribution. |
| url |
https://czasopisma.uni.lodz.pl/CER/article/view/6857 |
| work_keys_str_mv |
AT grazynatrzpiot spatialquantileregression |
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