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106 Farrell Hall
MSU Center for Statistical Training and Consulting

Quantile Regression

This workshop will provide an introduction to quantile regression, which is used to characterize the effects of covariates on the entire distribution of a response variable. After providing motivation and summarizing the statistical properties, examples to hourly earnings, wealth, and test scores will be provided. As time permits we will cover more advanced topics include models with endogenous explanatory variables and panel data, but the presentation will be at an applied level. The statistical package Stata will be used for the empirical work. Topics: Why Quantile Regression? Estimation and Inference Applications Models with Endogenous Explanatory Variables Quantile Regression with Panel Data