DETRACTION THE IMPACT OF ABNORMAL VALUES ON PREDICT OF DEPENDENT VARIABLES USING CONDITIONAL QUANTILE REGRESSION Cover Image

DETRACTION THE IMPACT OF ABNORMAL VALUES ON PREDICT OF DEPENDENT VARIABLES USING CONDITIONAL QUANTILE REGRESSION
DETRACTION THE IMPACT OF ABNORMAL VALUES ON PREDICT OF DEPENDENT VARIABLES USING CONDITIONAL QUANTILE REGRESSION

Author(s): Nasradeen Salih
Subject(s): Economy
Published by: Софийски университет »Св. Климент Охридски«
Keywords: Abnormal values; depended variables; quantile regression.

Summary/Abstract: This paper summarizes how to downplay the impact of anomalous values of the dependent variables estimated through the function of inverse standard normal cumulative distribution known median regression or conditional quantile regression using real deviation of error, instead of applying the square errors were the squareness errors sometimes lead to high values which affecting on the response variable predict.

  • Issue Year: 15/2018
  • Issue No: 1
  • Page Range: 159-171
  • Page Count: 13
  • Language: English
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