Bootstrap Methods for Median Regression Models

J. Horowitz ()
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J. Horowitz: University of Iowa

Working Papers from University of Iowa, Department of Economics

Abstract: The least-absolute-deviations (LAD) estimator for a median- regression model does not satisfy the standard conditions for obtaining asymptotic refinements through use of the bootstrap because the LAD objective function is not smooth. This paper overcomes this problem by smoothing the objective function so that it becomes differentiable.

Keywords: REGRESSION ANALYSIS; BOOTSTRAP; EVALUATION (search for similar items in EconPapers)
JEL-codes: C13 C14 (search for similar items in EconPapers)
Pages: 48 pages
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:uia:iowaec:96-11

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