Global ETD Search
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Showing 1 to 11 of 11 for “"Censored quantile regression"”.
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Variable screening and model selection in censored quantile regression via sparse penalties and stepwise refinement
… selection methods are available for linear regression but very little has been developed for quantile regression, especially for the censored problems. This study will look at the possibilities of utilizing some existing penalty variable selection methods on censored quantile regression …
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Nuisance Parameter Estimation in Survival Models
… model is the most commonly used method for right-censored data. Unfortunately, the interpretation of the hazard ratio is non-intuitive and it is commonly misinterpreted as a relative risk. This motivates alternative methods with more intuitive interpretations that avoid a reliance on the …
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Some applications of continuous variable neighbourhood search metaheuristic (mathematical modelling)
… In fact, two problems have been considered, censored quantile regression and the circle packing problem. The results of this approach for censored quantile regression outperforms other methods described in the literature, and the near-optimal solutions are obtained in short running …
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Quantile regression and the duration of unemployment
Powell (1986) proposed a quantile regression estimator for censored regression models on the basis of equivariance of quantiles to monotone transformations. In this thesis, censored quantile regression models are generalized using two-parameter Box-Cox transformation to relax the conventional …
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Quantile autoregression with censored data
Quantile autoregression (QAR) provides an alternative way to study asymmetric dynamics and local persistence in time series. It is particularly attractive for censored data, where the classical autoregressive models are unidentifiable without further parametric assumptions on the distributions. …
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Three essays on the economics of education
… how performance varies along the different GPA quantiles, we use Koenker and Bassett (1978) quantile regression approach. The results indicate that students from rural areas outperform their urban counterparts providing suggestive evidence that using policed implementations that increase rural …
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Essays on medical care using Semiparametric and structural econometrics
… of expenditure on medical care across the quantiles of the expenditure distribution. My identification strategy relies on family cost sharing provisions that generate differences in marginal prices between individuals who have injured family members and individuals who do not. I use a new …
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A study of corruption in transition countries
… III dataset on 27 transition countries and the Censored Quantile Regression methodology we empirically found that as the number of competitors increases the amount bribes paid tend to increase as well. We also found that this relationship follows an inverted U. The marginal effect increases with …
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Two Essays on Tax Evasion
… determinants of income tax evasion using censored quantile regression methods on U.S. TCMP data with a specifically suited algorithm. Semiparametric tests reject key assumptions of maximum likelihood methods, pinpointing important biases in Tobit estimates. Quantile estimates are often …
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Three Essays in Financial Economics
… also provide a methodological contribution using censored quantile regression (CQR), which overcomes most of the econometric limitations of the Tobit models, widely employed previously within this literature. The third essay quantifies the welfare gains from trade for the Eurozone countries. We …
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An analysis of the relationship between health and the labour market in South Africa
… techniques like instrumental variables, censored quantile regression and Blinder-Oaxaca decomposition were used for estimation. For the cross-sectional analysis, the study found significant impact of health on labour force participation of between 20% and 33% depending on the measure, …