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quantile regression
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quantile regression
Encyclopedia
理学
回归分析
释
quantile regression
分位数回归
利用解释变量的多个分位数(如四分位、十分位、百分位等)来得到被解释变量的条件分布的相应分位数方程。分位数回归是统计学和计量经济学的研究前沿方向之一,同传统的一般最小二乘回归(OLS)只得到均值方程相比,它可以更详细地描述变量的统计分布。
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