Quantile regression
Regresión cuantílica
- Date
- 1978 · confidence high
- Place
- Urbana-Champaign, Illinois, United States
- Credited to
- Roger Koenker
- Field
- Knowledge & symbols
What it is
A statistical method that estimates different quantiles (e.g. the median) of the response variable as a function of predictors, instead of only the conditional mean, introduced by Roger Koenker.
What it led to
- extended linear regression to analyses more robust to outliers
- widely used in econometrics, social science and inequality studies
- the basis for specialized statistical packages (quantreg)