Estimation and test procedures for composite quantile regression with covariates missing at random

Zijun Ning and Linjun Tang

Statistics & Probability Letters, 2014, vol. 95, issue C, 15-25

Abstract: In this paper, we study the weighted composite quantile regression (WCQR) for general linear model with missing covariates. We propose the WCQR estimation and bootstrap test procedures for unknown parameters. Simulation studies and a real data analysis are conducted to examine the finite performance of our proposed methods.

Keywords: Composite quantile regression; General linear model; Missing covariates; Bootstrap (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (6)

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DOI: 10.1016/j.spl.2014.08.003

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