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Linear Quantile Regression and Endogeneity Correction

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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Submitted on : Tuesday, May 26, 2020 - 11:34:00 AM
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Christophe Muller. Linear Quantile Regression and Endogeneity Correction. Biostatistics and Biometrics Open Access Journal, JP Juniper Publishers, 2019, 9 (5), pp.6. ⟨hal-02618513⟩

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