• Title/Summary/Keyword: quantile regression

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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.

Quantile regression using asymmetric Laplace distribution (비대칭 라플라스 분포를 이용한 분위수 회귀)

  • Park, Hye-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.6
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    • pp.1093-1101
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    • 2009
  • Quantile regression has become a more widely used technique to describe the distribution of a response variable given a set of explanatory variables. This paper proposes a novel modelfor quantile regression using doubly penalized kernel machine with support vector machine iteratively reweighted least squares (SVM-IRWLS). To make inference about the shape of a population distribution, the widely popularregression, would be inadequate, if the distribution is not approximately Gaussian. We present a likelihood-based approach to the estimation of the regression quantiles that uses the asymmetric Laplace density.

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How Does Financial Development Impact Economic Growth in Pakistan?: New Evidence from Threshold Model

  • TARIQ, Rameez;KHAN, Muhammad Arshad;RAHMAN, Abdul
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.8
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    • pp.161-173
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    • 2020
  • This study examines the nonlinear relationship between financial development and economic growth in Pakistan using the threshold regression model for the period 1980-2017. We also employed quantile regression with 0.25, 0.50, and 0.75 quantiles of conditional distribution. The quantile regression is based on minimizing of sum of squared residuals. The result indicates that economic growth responds positively to financial development when the level of financial development surpasses the threshold value of 0.151. However, when financial development lies below the threshold value (that is, 0.151), its impact on economic growth is negative. Thus, when financial development of Pakistan surpasses the threshold level, it contributes more towards economic growth since greater level of financial development contributes more to boosts economic growth. This finding reveals that economic growth reacts differently to financial development, and the relationship between financial development and economic growth is U-shaped in Pakistan. Among the other variables, physical capital, labor force, and government expenditure exert a positive effect on economic growth. Furthermore, inflation rate and trade openness have an insignificant impact on economic growth. The results of quantile regression also confirm the non-linear relationship between financial development and economic growth in Pakistan. The finding of this study suggests revamping of financial sector policies in Pakistan.

Expected shortfall estimation using kernel machines

  • Shim, Jooyong;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.3
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    • pp.625-636
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    • 2013
  • In this paper we study four kernel machines for estimating expected shortfall, which are constructed through combinations of support vector quantile regression (SVQR), restricted SVQR (RSVQR), least squares support vector machine (LS-SVM) and support vector expectile regression (SVER). These kernel machines have obvious advantages such that they achieve nonlinear model but they do not require the explicit form of nonlinear mapping function. Moreover they need no assumption about the underlying probability distribution of errors. Through numerical studies on two artificial an two real data sets we show their effectiveness on the estimation performance at various confidence levels.

Regression Quantiles Under Censoring and Truncation

  • Park, Jin-Ho;Kim, Jin-Mi
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.807-818
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    • 2005
  • In this paper we propose an estimation method for regression quantiles with left-truncated and right-censored data. The estimation procedure is based on the weight determined by the Kaplan-Meier estimate of the distribution of the response. We show how the proposed regression quantile estimators perform through analyses of Stanford heart transplant data and AIDS incubation data. We also investigate the effect of censoring on regression quantiles through simulation study.

The Effects of Entrepreneurship and Corporate Social Responsibility on Firm Performance (기업가 정신 및 기업의 사회적 책임과 기업의 경영성과 관계)

  • Seo, Joohwan
    • The Journal of the Korea Contents Association
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    • v.16 no.4
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    • pp.426-433
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    • 2016
  • This study investigates the effects of entrepreneurship and corporate social responsibility (CSR) on firm performance. I use the conditional quantile regression as well as the ordinary least square (OLS) with 300 samples, only medium and small size companies. I found firstly, entrepreneurship affected overall positively firm performance in the all quantile levels. Secondly, CSR also have a positive impact on firm performance in the overall all quantile levels. By these results, I recommend that entrepreneurship and CSR should a positive impact on the firm performance for the small and medium business companies.

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.

Divide and conquer kernel quantile regression for massive dataset (대용량 자료의 분석을 위한 분할정복 커널 분위수 회귀모형)

  • Bang, Sungwan;Kim, Jaeoh
    • The Korean Journal of Applied Statistics
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    • v.33 no.5
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    • pp.569-578
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    • 2020
  • By estimating conditional quantile functions of the response, quantile regression (QR) can provide comprehensive information of the relationship between the response and the predictors. In addition, kernel quantile regression (KQR) estimates a nonlinear conditional quantile function in reproducing kernel Hilbert spaces generated by a positive definite kernel function. However, it is infeasible to use the KQR in analysing a massive data due to the limitations of computer primary memory. We propose a divide and conquer based KQR (DC-KQR) method to overcome such a limitation. The proposed DC-KQR divides the entire data into a few subsets, then applies the KQR onto each subsets and derives a final estimator by aggregating all results from subsets. Simulation studies are presented to demonstrate the satisfactory performance of the proposed method.

Factors Associated with Dental Revenue and Income of Self-Employed Dentist by Using a Quantile Regression Method (분위회귀분석을 이용한 개업 치과의사의 의료수익과 소득에 미치는 요인)

  • Choi, Hyungkil;Kim, Myeng Ki
    • Health Policy and Management
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    • v.25 no.3
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    • pp.240-251
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    • 2015
  • Background: Dentist's income is quite variable. We investigate the factors underlying the distribution of dental revenue and dentist income. Methods: Financial and structural variables of private dental practices(N=13,967) were examined with 2010 Economic Census microdata which include non-insurance revenue. We conducted quantile regression method(QRM) and ordinary least square(OLS) in treating skewness and heteroskedasticity of distributions. The effective estimation for the upper and lower range of distribution becomes possible by QRM. Results: Mid-career dentists are shown to have higher revenue and income. Male dentists achieve the higher revenue and income than female dentists in all quantiles. Group practices show lower income per owner than solo practices significantly. The revenue and income are increased with increasing size of clinics. The high cost in renting the clinic office is found to have a big positive effect on the revenue but a little positive effect on the income. Interestingly the density of dentists shows negative effect on the lowest quantile of the revenue but positive effect on the highest quantile. The lowest quantile of the revenue in the capital areas have the relatively high revenue. The lowest quantile of the income in metropolitan city show higher income than those in other areas significantly. Conclusion: The suggested QRM is shown to have more effective and efficient tool in finding out determinants of dentists' revenue and income of our concern. The results of this study are expected to be employed for dentists preparing for the opening practices in their organizational settings and locational selections. The distributional efficiency of dental human resources could be accomplished if policy makers guide dentists with this knowledge.

Quantile Co-integration Application for Maritime Business Fluctuation (분위수 공적분 모형과 해운 경기변동 분석)

  • Kim, Hyun-Sok
    • Journal of Korea Port Economic Association
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    • v.38 no.2
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    • pp.153-164
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    • 2022
  • In this study, we estimate the quantile-regression framework of the shipping industry for the Capesize used ship, which is a typical raw material transportation from January 2000 to December 2021. This research aims two main contributions. First, we analyze the relationship between the Capesize used ship, which is a typical type in the raw material transportation market, and the freight market, for which mixed empirical analysis results are presented. Second, we present an empirical analysis model that considers the structural transformation proposed in the Hyunsok Kim and Myung-hee Chang(2020a) study in quantile-regression. In structural change investigations, the empirical results confirm that the quantile model is able to overcome the problems caused by non-stationarity in time series analysis. Then, the long-run relationship of the co-integration framework divided into long and short-run effects of exogenous variables, and this is extended to a prediction model subdivided by quantile. The results are the basis for extending the analysis based on the shipping theory to artificial intelligence and machine learning approaches.