centre for microdata methods and practice

ESRC centre

cemmap is an ESRC research centre

ESRC

Keep in touch

Subscribe to cemmap news

Dual Regression

Authors: Sami Stouli and Richard Spady
Date: 25 October 2012
Type: External publication,

Abstract

We propose an alternative (“dual regression”) to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regression provides all the interpretational power of the quantile regression process while largely avoiding the need for “rearrangement” to repair the intersecting conditional quantile surfaces that quantile regression often produces in practice. Dual regression can be appropriately modified to provide full structural distribution function estimates of the single equation instrumental variables model; this and similar extensions have implications for the analysis of identification in econometric models of endogeneity. Download full version

Search cemmap

Search by title, topic or name.

Contact cemmap

Centre for Microdata Methods and Practice

How to find us

Tel: +44 (0)20 7291 4800

E-mail us