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Journal Articles Biostatistics and Biometrics Open Access Journal Year : 2019

Linear Quantile Regression and Endogeneity Correction

Christophe Muller
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Abstract

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.
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Dates and versions

hal-02618513 , version 1 (26-05-2020)

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Attribution - CC BY 4.0

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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⟩
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