Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Quantile regression with errors in variables

  • Received : 2014.02.04
  • Accepted : 2014.03.01
  • Published : 2014.03.31
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Abstract

Quantile regression models with errors in variables have received a great deal of attention in the social and natural sciences. Some eorts have been devoted to develop eective estimation methods for such quantile regression models. In this paper we propose an orthogonal distance quantile regression model that eectively considers the errors on both input and response variables. The performance of the proposed method is evaluated through simulation studies.

Keywords

References

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