[Forum SIS] UNIBO Statistics Seminars

[Silvia Cagnone]

We are glad to announce the following  Statistics Seminar:





Monday, October 28, 2.30  pm



Room III, via delle Belle Arti 41, Bologna





Alessio Farcomeni   (University of Rome Tor Vergata)



Mid-quantile regression for discrete outcomes





Abstract



We develop quantile regression methods for discrete responses by extending Parzen's definition of marginal mid-quantiles. We thus define a conditional mid-distribution function. After interpolation, we define the conditional mid-quantile function as its inverse. We propose a two-step estimator whereby, in the first step, conditional mid-probabilities are obtained non-parametrically 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 under general conditions. 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.
An implementation of our approach can be found in the R library Qtools, freely available on CRAN.


Joint work with Marco Geraci (University of South Carolina)





Contact person: Cinzia Viroli





The schedule of the statistics seminars are available at http://www.stat.unibo.it/it/dipartimento/seminari-di-statistica-2019





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