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  • Q Regression Fig 1

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    Ovidiu Si Daniela Rotariu
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    This diagram compares standard least squares regression to quantile regression at the 0.9 and 0.1 quantiles. Quantile regression at the 0.9 quantile focuses on minimizing the residuals above the 0.9 quantile line, while quantile regression at the 0.1 quantile focuses on minimizing the residuals below the 0.1 quantile line. Standard least squares regression minimizes the residuals across the entire distribution equally.

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    Rgression

    Original Title

    q Regression Fig 1

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    This diagram compares standard least squares regression to quantile regression at the 0.9 and 0.1 quantiles. Quantile regression at the 0.9 quantile focuses on minimizing the residuals above the 0.9 quantile line, while quantile regression at the 0.1 quantile focuses on minimizing the residuals below the 0.1 quantile line. Standard least squares regression minimizes the residuals across the entire distribution equally.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
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    8 views1 page

    Q Regression Fig 1

    Uploaded by

    Ovidiu Si Daniela Rotariu
    This diagram compares standard least squares regression to quantile regression at the 0.9 and 0.1 quantiles. Quantile regression at the 0.9 quantile focuses on minimizing the residuals above the 0.9 quantile line, while quantile regression at the 0.1 quantile focuses on minimizing the residuals below the 0.1 quantile line. Standard least squares regression minimizes the residuals across the entire distribution equally.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Quantile Reg: q=0.

    9
    0.9|εi|

    Standard LS Reg

    (1-0.9)|εi|

    0.1|εi|

    Quantile Reg: q=0.1

    (1-0.1)|εi|

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