Percentile Regression: A Parametric Approach
- 1 September 1978
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 73 (363) , 496
- https://doi.org/10.2307/2286588
Abstract
For situations in which no assumptions are explicitly made about error distributions, other model assumptions may imply constraints on the form of the residual distribution. This is true of regression models which assume that percentiles are functions of the regressor variable. Hogg (1975) used a procedure based on signs of residuals to fit linear percentile models. Advantages of making (and testing!) explicit parametric assumptions in this context are illustrated using a linear model for scale and location with normal errors. This is applied to the data on professors' salaries discussed by Hogg.Keywords
This publication has 0 references indexed in Scilit: