Linear and Nonparametric Quantile Regression

  • Daniel P. McMillen
Part of the SpringerBriefs in Regional Science book series (BRIEFSREGION)


Quantile regression estimates can be presented in tables alongside linear regression estimates. A possible advantage of this approach to presenting quantile regression results is that it is easy to compare the values of the coefficients and standard errors with OLS estimates and across quantiles. As we have seen, quantile estimates actually contain far more information than can be presented in simple tables. The estimates imply a full distribution of values for the dependent variable. It also is easy to show how changes in the explanatory variables affect the distribution of the dependent variable.


Quantile Regression Single Explanatory Variable Kernel Weighting Function Chosen Target Point Base Regression Line 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© The Author(s) 2013

Authors and Affiliations

  • Daniel P. McMillen
    • 1
  1. 1.Department of Economics Institute of Government and Public AffairsUniversity of IllinoisUrbanaUSA

Personalised recommendations