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For nonnegative measurements such as income or sick days, zero counts often have special status. Furthermore, the incidence of zero counts is often greater than expected for the Poisson model. This article considers a doubly semiparametric zero-inflated Poisson model to fit data of this type,...
Persistent link: https://www.econbiz.de/10008861575
In some biological experiments, it is quite common that laboratory subjects differ in their patterns of susceptibility to a treatment. Finite mixture models are useful in those situations. In this paper we model the number of components and the component parameters jointly, and base inference...
Persistent link: https://www.econbiz.de/10008864188
Quantile regression in the presence of fixed censoring has been studied extensively in the literature. However, existing methods either suffer from computational instability or require complex procedures involving trimming and smoothing, which complicates the asymptotic theory of the resulting...
Persistent link: https://www.econbiz.de/10010994317
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Quantile regression offers a semiparametric approach to modeling data with possible heterogeneity. It is particularly attractive for censored responses, where the conditional mean functions are unidentifiable without parametric assumptions on the distributions. A new algorithm is proposed to...
Persistent link: https://www.econbiz.de/10010577742
Estimation of conditional quantiles at very high or low tails is of interest in numerous applications. Quantile regression provides a convenient and natural way of quantifying the impact of covariates at different quantiles of a response distribution. However, high tails are often associated...
Persistent link: https://www.econbiz.de/10010605431
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We consider the problem of estimating quantile regression coefficients in errors-in-variables models. When the error variables for both the response and the manifest variables have a joint distribution that is spherically symmetric but otherwise unknown, the regression quantile estimates based...
Persistent link: https://www.econbiz.de/10010956497