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A new quantile regression model with application to human development index

Gauss M. Cordeiro, Gabriela M. Rodrigues, Fábio Prataviera and Edwin M. M. Ortega ()
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Gauss M. Cordeiro: Federal University of Pernambuco
Gabriela M. Rodrigues: University of São Paulo
Fábio Prataviera: University of São Paulo
Edwin M. M. Ortega: University of São Paulo

Computational Statistics, 2024, vol. 39, issue 6, No 2, 2925-2948

Abstract: Abstract A new odd log-logistic unit omega distribution is defined and studied, and some of its structural properties are obtained. A quantile regression model based on the new re-parameterized distribution is constructed, and the estimation is conducted by the maximum likelihood method. Monte Carlo simulations are used to assess the accuracy of the estimators. The flexibility, practical relevance and applicability of the proposed regression are proved by means of Human Development Index data from the cities of the state of São Paulo (Brazil).

Keywords: Log-logistic distribution; Maximum likelihood estimation; Omega distribution; Quantile regression (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s00180-023-01413-w

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