Quantile Regression: 40 Years On

Roger Koenker ()
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Roger Koenker: Department of Economics, University of Illinois, Urbana, Illinois 61801

Annual Review of Economics, 2017, vol. 9, issue 1, 155-176

Abstract: Since Quetelet's work in the nineteenth century, social science has iconified 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. However, such effects are often quite heterogeneous: Medical treatments may improve life expectancy but also impose serious short-term risks; reducing class sizes may improve the 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 in this review.

Keywords: quantile regression; treatment effects; heterogeneity; causal inference (search for similar items in EconPapers)
JEL-codes: C21 C22 C31 C32 C41 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (78)

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