Errors in the Dependent Variable of Quantile Regression Models
<jats:p>We study the consequences of measurement error in the dependent variable of random‐coefficients models, focusing on the particular case of quantile regression. The popular quantile regression estimator of Koenker and Bassett (1978) is biased if there is an additive error term. Approach...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
The Econometric Society,
2022-02-14T18:47:22Z.
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| Subjects: | |
| Online Access: | Get fulltext |