Quantile regression 40 years on

Roger Koenker (rkoenker@uiuc.edu)
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Roger Koenker: Institute for Fiscal Studies and UCL

No CWP36/17, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract: Since Quetelet's work in the 19th century social science has iconi fied "the average man", that hypothetical man without qualities who is comfortable with his head in the oven, and his feet in a bucket of ice. Conventional statistical methods, since Quetelet, have sought to estimate the effects of policy treatments for this average man. But such effects are often quite heterogenous: medical treatments may improve life expectancy, but also impose serious short term risks; reducing class sizes may improve performance of good students, but not help weaker ones or vice versa. Quantile regression methods can help to explore these heterogeneous effects. Some recent developments in quantile regression methods are surveyed below. This paper was published in Annual Review of Economics, 9, 155-76, (2017).

Keywords: quantile regression; treatment effects; heterogeneity; causal inference (search for similar items in EconPapers)
Date: 2017-08-10
New Economics Papers: this item is included in nep-ecm, nep-his and nep-hpe
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (71)

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