Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/189673 
Authors: 
Year of Publication: 
2001
Series/Report no.: 
cemmap working paper No. CWP02/01
Publisher: 
Centre for Microdata Methods and Practice (cemmap), London
Abstract: 
The impact of covariate measurement error on quantile regression functions is investigated using a small variance approximation. The approximation shows how the error contaminated and error free quantile regression functions are related, a key factor being the distribution of the error free covariate. Exact calculations probe the accuracy of the approximation. The order of the approxiamtion error is unchanged if the error free covariate density is replaced by the error contaminated density. It is then possible to use the approximation to investigate the sensitivity of estimates to varying amounts of measurement error.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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