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Research / Academic Paper ACTIVE

Unconditional quantile regressions

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Abstract

We propose a new regression method to evaluate the impact of changes in the distribution of the explanatory variables on quantiles of the unconditional (marginal) distribution of an outcome variable. The proposed method consists of running a regression of the (recentered) influence function (RIF) of the unconditional quantile on the explanatory variables. The influence function, a widely used tool in robust estimation, is easily computed for quantiles, as well as for other distributional statistics. Our approach, thus, can be readily generalized to other distributional statistics.

Source: resolved

Document Metadata

Issuer
The Econometric Society
Document Type
Research / Academic Paper
Publication Year
2009
Retrieved
5 May 2026
Source
Contact XFID for Access
Record ID
XF17KUSTQN
Validation
Inferred by XFID

Topics

Econometrics

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Academic / report citation
The Econometric Society (2009). Unconditional quantile regressions. XFID: XF-17KUSTQ-N. Retrieved from https://xframework.id/XF17KUSTQN
Identifier only
XF-17KUSTQ-N