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Title:Quantile regression with aggregated data PDF Logo
Authors:Nicoletti, Cheti
Best, Nicky G.
Issue Date:2011
Series/Report no.:ISER Working Paper Series 2011-12
Abstract:Analyses using aggregated data may bias inference. In this work we show how to avoid or at least reduce this bias when estimating quantile regressions using aggregated information. This is possible by considering the unconditional quantile regression recently introduced by Firpo et al (2009) and using a specific strategy to aggregate the data.
Subjects:quantile regression
ecological inference
aggregation bias
JEL:C18
C21
Document Type:Working Paper
Appears in Collections:ISER Working Paper Series, Institute for Social and Economic Research (ISER), University of Essex

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