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利用分位数回归反事实分解工资分布变化AI 解读

Abstract We propose a method to decompose the changes in the wage distribution over a period of time in several factors contributing to those changes. The method is based on the estimation of marginal wage distributions consistent with a conditional distribution estimated by quantile regression as well as with any hypothesized distribution for the covariates. Comparing the marginal distributions implied by different distributions for the covariates, one is then able to…

分位数回归的拟合优度及相关推断过程AI 解读

We introduce a goodness-of-fit process for quantile regression analogous to the conventional R2 statistic of least squares regression. Several related inference processes designed to test composite hypotheses about the combined effect of several covariates over an entire range of conditional quantile functions are also formulated. The asymptotic behavior of the inference processes is shown to be closely related to earlier p-sample goodness-of-fit theory involving Bessel…