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Quantiles for Fractions and Other Mixed Data

Jose A F Machado and João Santos Silva ()

Economics Discussion Papers from University of Essex, Department of Economics

Abstract: This paper studies the estimation of quantile regression for fractional data, focusing on the case where there are mass-points at zero or/and one. More generally, we propose a simple strategy for the estimation of the conditional quantiles of data from mixed distributions, which combines standard results on the estimation of censored and Box-Cox quantile regressions. The implementation of the proposed method is illustrated using a well-known dataset.

Date: 2008
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