• Title/Summary/Keyword: Quantile Regression Model

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The Effects of Regional Education Environment on the Private Education Expenditure of the Households (지역의 교육환경이 사교육비 지출에 미치는 영향에 관한 연구)

  • Park, Sun-Young;Ma, Kang-Rae
    • Journal of the Korean Regional Science Association
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    • v.31 no.3
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    • pp.3-17
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    • 2015
  • In Korea, the private education spending of the households accounted for about 3% of GDP and such a education fever has been associated with the financial burden of households. The main purpose of this paper is to investigate the effects of regional education environment on the private education expenditure of the households using the Korean Labor and Income Panel Survey(KLIPS) data. The quantile regression model is used to examine whether the effects of regional education environment such as the degree of education fever differ across the 'quantiles' in the conditional distribution of private education expenditure. The empirical results showed that the amount of private education expenditure is under the influence of the regions where the households reside. In addition, it was found that the private education spending of the households in the upper quantile groups are more likely to be affected by the regional education environments than those in the lower quantile groups.

The Doubly Regularized Quantile Regression

  • Choi, Ho-Sik;Kim, Yong-Dai
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.753-764
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    • 2008
  • The $L_1$ regularized estimator in quantile problems conduct parameter estimation and model selection simultaneously and have been shown to enjoy nice performance. However, $L_1$ regularized estimator has a drawback: when there are several highly correlated variables, it tends to pick only a few of them. To make up for it, the proposed method adopts doubly regularized framework with the mixture of $L_1$ and $L_2$ norms. As a result, the proposed method can select significant variables and encourage the highly correlated variables to be selected together. One of the most appealing features of the new algorithm is to construct the entire solution path of doubly regularized quantile estimator. From simulations and real data analysis, we investigate its performance.

Retirement-related Subjective Expectations and the Capital Accumulation of the Korean Baby-boom Generation (주관적 기대가 한국 베이비붐 세대의 자산축적에 미치는 효과)

  • Lee, Yoonsoo;Woo, Seokjin
    • 한국노년학
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    • v.31 no.4
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    • pp.855-870
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    • 2011
  • This paper investigates the effect of retirement-related subjective expectations on the capital accumulation of the Korean baby-boom generation. Using the 1st, 2nd waves of the KLoSA (2006, 2008), we estimate the distributional effects with quantile regression. In addition, the endogeneity of the expectation variables is handled using the fixed effect model. The quantile regression results reveal that the schooling, gender and the number of children are important determinants, but their effects are heterogenous across quantiles to a significant margin. The expectations of the stronger bequest motives and longer lifespan turned out to lead to more capital accumulation. The expectation regarding the expanded role of government retirement support seemed to crowd out private savings for the baby boomers with the total assets over 0.7 percentile.

Two-Stage Penalized Composite Quantile Regression with Grouped Variables

  • Bang, Sungwan;Jhun, Myoungshic
    • Communications for Statistical Applications and Methods
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    • v.20 no.4
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    • pp.259-270
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    • 2013
  • This paper considers a penalized composite quantile regression (CQR) that performs a variable selection in the linear model with grouped variables. An adaptive sup-norm penalized CQR (ASCQR) is proposed to select variables in a grouped manner; in addition, the consistency and oracle property of the resulting estimator are also derived under some regularity conditions. To improve the efficiency of estimation and variable selection, this paper suggests the two-stage penalized CQR (TSCQR), which uses the ASCQR to select relevant groups in the first stage and the adaptive lasso penalized CQR to select important variables in the second stage. Simulation studies are conducted to illustrate the finite sample performance of the proposed methods.

A Study on the User Satisfaction of Demand Response Transport(DRT) by Quantile Regression Analysis (분위회귀분석에 의한 수요응답형교통 이용자 만족도 분석)

  • Jang, Tae Youn;Han, Woo Jin;Kim, Jeong Ho
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.15 no.3
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    • pp.118-128
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    • 2016
  • As the rural areas have experienced the population reduction and the aging, the service level of public transit decreases. This study analyzes the effecting factor to user satisfaction of demand response transport(DRT) as alternative to rural public transit by the quantile regression that aims at estimating either the conditional median or other quantiles of the response variable. Jeonbuk Province tested DRT operations in Dongsang of Wanju County and Sannae of Jeongup City each in 2015. The user DRT satisfaction of Wanju was higher than one of Jeongup in basic statistics analysis. The difference in satisfaction between higher quantile and lower quntile of Wanju is smaller than one of Jeongupy as a result of quantile regression analysis. Also, Wanju DRT continues the second test operation of DRT as satisfaction from Ordinary Least Squares(OLS) close to higher satisfaction quantile.

Relationship between Urbanization and Cancer Incidence in Iran Using Quantile Regression

  • Momenyan, Somayeh;Sadeghifar, Majid;Sarvi, Fatemeh;Khodadost, Mahmoud;Mosavi-Jarrahi, Alireza;Ghaffari, Mohammad Ebrahim;Sekhavati, Eghbal
    • Asian Pacific Journal of Cancer Prevention
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    • v.17 no.sup3
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    • pp.113-117
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    • 2016
  • Quantile regression is an efficient method for predicting and estimating the relationship between explanatory variables and percentile points of the response distribution, particularly for extreme percentiles of the distribution. To study the relationship between urbanization and cancer morbidity, we here applied quantile regression. This cross-sectional study was conducted for 9 cancers in 345 cities in 2007 in Iran. Data were obtained from the Ministry of Health and Medical Education and the relationship between urbanization and cancer morbidity was investigated using quantile regression and least square regression. Fitting models were compared using AIC criteria. R (3.0.1) software and the Quantreg package were used for statistical analysis. With the quantile regression model all percentiles for breast, colorectal, prostate, lung and pancreas cancers demonstrated increasing incidence rate with urbanization. The maximum increase for breast cancer was in the 90th percentile (${\beta}$=0.13, p-value<0.001), for colorectal cancer was in the 75th percentile (${\beta}$=0.048, p-value<0.001), for prostate cancer the 95th percentile (${\beta}$=0.55, p-value<0.001), for lung cancer was in 95th percentile (${\beta}$=0.52, p-value=0.006), for pancreas cancer was in 10th percentile (${\beta}$=0.011, p-value<0.001). For gastric, esophageal and skin cancers, with increasing urbanization, the incidence rate was decreased. The maximum decrease for gastric cancer was in the 90th percentile(${\beta}$=0.003, p-value<0.001), for esophageal cancer the 95th (${\beta}$=0.04, p-value=0.4) and for skin cancer also the 95th (${\beta}$=0.145, p-value=0.071). The AIC showed that for upper percentiles, the fitting of quantile regression was better than least square regression. According to the results of this study, the significant impact of urbanization on cancer morbidity requirs more effort and planning by policymakers and administrators in order to reduce risk factors such as pollution in urban areas and ensure proper nutrition recommendations are made.

Comparison of estimation methods for expectile regression (평률 회귀분석을 위한 추정 방법의 비교)

  • Kim, Jong Min;Kang, Kee-Hoon
    • The Korean Journal of Applied Statistics
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    • v.31 no.3
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    • pp.343-352
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    • 2018
  • We can use quantile regression and expectile regression analysis to estimate trends in extreme regions as well as the average trends of response variables in given explanatory variables. In this paper, we compare the performance between the parametric and nonparametric methods for expectile regression. We introduce each estimation method and analyze through various simulations and the application to real data. The nonparametric model showed better results if the model is complex and difficult to deduce the relationship between variables. The use of nonparametric methods can be recommended in terms of the difficulty of assuming a parametric model in expectile regression.

An exploration of the factors affecting the social capital building of the youth (청년층의 사회적 자본 형성에 영향을 미치는 요인 탐색)

  • Kim, Young-sik;Shin, Cholkyun;Moon, ChanJu
    • Journal of vocational education research
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    • v.37 no.4
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    • pp.45-66
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    • 2018
  • The purpose of this study is to explore the factors affecting the social capital of youth and to draw implications for the policies related to development of the social capital of them. To this end, we utilized the OLS regression model and the quantile regression model exploiting the 12th year dataset of the Korean Education & Employment Panel(KEEP). First, this study shows that the effect on trust is higher than that of the counterpart when the case is a) unmarried, b) with the high level of education, c) with a large asset, d) with high self-respect and the satisfaction for financial situation, and e) social media user. On the other hand, the higher the monthly average income, the lower the trust level. In addition, when the cases are grouped into 25 quantile, 50 quantile, and 75 quantile according to the level of trust, it is revealed empirically that the factors affecting social capital formation are somewhat different. Second, this study also shows that the effect is higher in a specific condition. The effect is higher compared to the counterpart when the case is a) male, b) with children, c) metropolitan city resident, d) non-employee, e) with a large asset, f) with high level of happiness, g) with high expense of purchasing books, and h) social media user. As a result, it is found that there are no personal characteristics that have statistically significant influence on students belonging to the 25th quantile of social capital. This study suggests that, in order to support the formation of social capital of Korean youths, it is necessary to enhance their psychological satisfaction and to provide cultural support or policies. In addition, it suggests that a tailored social capital accumulation program is needed according to the level of social capital, and the support for this need to be changed according to the amount of social capital of young people.

Nonparametric Estimation using Regression Quantiles in a Regression Model

  • Han, Sang-Moon;Jung, Byoung-Cheol
    • The Korean Journal of Applied Statistics
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    • v.25 no.5
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    • pp.793-802
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    • 2012
  • One proposal is made to construct a nonparametric estimator of slope parameters in a regression model under symmetric error distributions. This estimator is based on the use of the idea of minimizing approximate variance of a proposed estimator using regression quantiles. This nonparametric estimator and some other L-estimators are studied and compared with well known M-estimators through a simulation study.

Inbreeding affected differently on observations distribution of a growth trait in Iranian Baluchi sheep

  • Binabaj, Fateme Bahri;Farhangfar, Seyyed Homayoun;Jafari, Majid
    • Animal Bioscience
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    • v.34 no.4
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    • pp.506-515
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    • 2021
  • Objective: Initial consequence of inbreeding is inbreeding depression which impairs the performance of growth, production, health, fertility and survival traits in different animal breeds and populations. The effect of inbreeding on economically important traits should be accurately estimated. The effect of inbreeding depression on growth traits in sheep has been reported in many breeds. Based on this, the main objective of the present research was to evaluate the impact of inbreeding on some growth traits of Iranian Baluchi sheep breed using quantile regression model. Methods: Pedigree and growth traits records of 13,633 Baluchi lambs born from year 1989 to 2016 were used in this research. The traits were birth weight, weaning weight, six-month weight, nine-month weight, and yearling weight. The contribution, inbreeding and co-ancestry software was used to calculate the pedigree statistics and inbreeding coefficients. To evaluate the impact of inbreeding on different quantiles of each growth trait, a series of quantile regression models were fitted using QUANTREG procedure of SAS software. Annual trend of inbreeding was also estimated fitting a simple linear regression of lamb's inbreeding coefficient on the birth year. Results: Average inbreeding coefficient of the population was 1.63 percent. Annual increase rate of inbreeding of the flock was 0.11 percent (p<0.01). The results showed that the effect of inbreeding in different quantiles of growth traits is not similar. Also, inbreeding affected differently on growth traits, considering lambs' sex and type of birth. Conclusion: Quantile regression revealed that inbreeding did not have similar effect on different quantiles of growth traits in Iranian Baluchi lambs indicating that at a given age and inbreeding coefficient, lambs with different sex and birth type were not equally influenced by inbreeding.