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Quantiles for counts

José António Machado and João Santos Silva ()

No CWP22/02, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract: This paper studies the estimation of conditional quantiles of counts. Given the discreteness of the data, some smoothness has to be artificially imposed on the problem. The methods currently available to estimate quantiles of count data either assume that the counts result from the discretization of a continuous process, or are based on a smoothed objective function. However, these methods have several drawbacks. We show that it is possible to smooth the data in a way that allows inference to be performed using standard quantile regression techniques. The performance and implementation of the estimator are illustrated by simulations and an application.

JEL-codes: C13 C25 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cmp
Date: 2002-10-03
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Citations: View citations in EconPapers (8) Track citations by RSS feed

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http://cemmap.ifs.org.uk/wps/cwp0222.pdf (application/pdf)

Related works:
Journal Article: Quantiles for Counts (2005) Downloads
Working Paper: Quantiles for Counts (2003) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:ifs:cemmap:22/02

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