Numerical techniques are most often used to draw samples from the parameters' probability distributions, and the samples can be used to estimate various properties of the parameters such as their means, standard deviations and quantiles
of the errors ([DELTA]h) are plotted against the theoretical quantiles
of a normal distribution.
regression analysis of simulation data generated by the model shows the agent response to substitutability changing from negative to positive as we move to the upper quantiles
of the agent commitment distribution.
The gender wage gap at a wide range of quantiles
is decomposed to assess potential gender wage discrimination across the conditional earnings distribution.
Koenker and Bassett (1978) invented quantile
regression that enables investigators to examine the effect of covariates on any chosen quantiles
of the dependent variable and, hence, obtain a more complete picture of the relationship across the whole distribution of the dependent variable.
for both the training and validation data sets, which coincided with previous study methods.
Instead, we found an effect of grass cover on minimal and median cotton rat density, with no significant trend for quantiles
larger than the 76th percentile.
as a function of the regressor is displayed.
The ACER method has been shown (Naess and Gaidai, 2009) to produce more accurate estimates of extreme quantiles
than the POT method.
The QR expectations, however, are taken of quantiles
, rather than of the variables themselves.
Figure 1 shows that differences may not only exist at the mean (conditional or unconditional) but also at different quantiles
of the outcome distribution.
The incorporation of the asymmetric effect specification, however, has the VECH model record a positive change in the three quantiles
, with the percentage of exceptions to be, in all cases, lower than their confidence levels.