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Journal of Economic Perspectives: Vol. 15 No. 4 (Fall 2001)
JEP Volume. 15, Issue 4 | 
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Quantile Regression
Article Citation
Koenker, Roger, and
Kevin F. Hallock. 2001. "Quantile Regression."
Journal of Economic Perspectives,
15(4): 143-156.
DOI: 10.1257/jep.15.4.143
DOI: 10.1257/jep.15.4.143
Abstract
Quantile regression, as introduced by Koenker and Bassett (1978), may be viewed as an extension of classical least squares estimation of conditional mean models to the estimation of an ensemble of models for several conditional quantile functions. The central special case is the median regression estimator which minimizes a sum of absolute errors. Other conditional quantile functions are estimated by minimizing an asymmetrically weighted sum of absolute errors. Quantile regression methods are illustrated with applications to models for CEO pay, food expenditure, and infant birthweight.
Article Full-Text Access
Full-text Article (Complimentary)
Authors
Koenker, Roger (U IL)
Hallock, Kevin F. (U IL)
Hallock, Kevin F. (U IL)
JEL Classifications
C20: Single Equation Models; Single Variables: General
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