Statements (28)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:application |
gptkb:Robust_Regression
Risk Management Heteroscedasticity Analysis Income Distribution Analysis Survival Analysis |
| gptkbp:assumes |
No Distributional Assumption on Errors
|
| gptkbp:citation |
Koenker, R. and Bassett, G. (1978). Regression Quantiles. Econometrica.
|
| gptkbp:estimatedCost |
Conditional Quantiles
|
| gptkbp:generalizes |
Ordinary Least Squares Regression
|
| https://www.w3.org/2000/01/rdf-schema#label |
Quantile Regression
|
| gptkbp:introduced |
Roger Koenker
|
| gptkbp:introducedIn |
1978
|
| gptkbp:output |
Quantile Coefficients
|
| gptkbp:parameter |
Quantile Level
|
| gptkbp:reduces |
Sum of Asymmetric Absolute Residuals
|
| gptkbp:relatedTo |
gptkb:Linear_Regression
Least Absolute Deviations Median Regression |
| gptkbp:software |
gptkb:Python
gptkb:SAS gptkb:Stata R |
| gptkbp:usedIn |
gptkb:Machine_Learning
Statistics Econometrics |
| gptkbp:bfsParent |
gptkb:Regression_Models
|
| gptkbp:bfsLayer |
7
|