[Forum SIS] Seminario Prof. Geraci @MEMOTEF, Sapienza Università di Roma - 12 giugno

[Serena Arima]

Presso il* Dipartimento MEMOTEF, Sapienza Università di Roma*, il
giorno *12 giugno
*alle *ore 14.00*, presso l'aula Fanfani del 5° piano, facoltà di Economia,
il prof. Marco Geraci, Arnold School of Public Health, University of South
Carolina

terrà un seminario dal titolo


*Mid-quantile regression for discrete responses*
Tutti gli interessati sono invitati a partecipare. Segue abstract.
Serena Arima



 ABSTRACT:

We develop quantile regression methods for discrete responses by extending
Parzen's definition of marginal mid-quantiles. As opposed to existing
approaches, which are based on either jittering or latent constructs, we
use interpolation and define the conditional mid-quantile function as the
inverse of the conditional mid-distribution function. We propose a two-step
estimator whereby, in the first step, conditional mid-probabilities are
obtained nonparametrically and, in the second step, regression coefficients
are estimated by solving an implicit equation. When constraining the
quantile index to a data-driven admissible range, the second-step
estimating equation has a least-squares type, closed-form solution. The
proposed estimator is shown to be strongly consistent and asymptotically
normal. A simulation study and real data applications are presented. Our
methods can be applied to a large variety of discrete responses, including
binary, ordinal, and count variables.
(joint work with Alessio Farcomeni).

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