Linear Quantile Regression and Endogeneity Correction

Christophe Muller (1)

1 AMSE - Aix-Marseille Sciences Economiques

The main two methods of endogeneity correction for linear quantile regressions with their advantages and drawbacks are reviewed and compared. Then, we discuss opportunities of alleviating the constant effect restriction of the fitted-value approach by relaxing identification conditions.

Keywords: Two stage estimation; Quantile regression; Endogeneity; Fitted-Value Approach

Domains: Humanities and Social Sciences; Economics and Finance

Christophe Muller. Linear Quantile Regression and Endogeneity Correction. Biostatistics and Biometrics Open Access Journal, 2019, 9 (5), pp.6. ⟨10.19080/BBOAJ.2019.09.555774⟩. ⟨hal-02618513⟩