Comparison of pseudo R-squares across quantile levels among 1) conventional quantile regression model (CQR), 2) threshold-based quantile regression model (TBQR), and 3) threshold-based quantile regression considering interaction effects (TBQRI).
- Chuan-Hung Chiu (642736)
- Tzai-Hung Wen (52099)
- Lung-Chang Chien (313753)
- Hwa-Lung Yu (313752)
Publication date
October 2014
DOIAbstract
<p>Comparison of pseudo R-squares across quantile levels among 1) conventional quantile regression model (CQR), 2) threshold-based quantile regression model (TBQR), and 3) threshold-based quantile regression considering interaction effects (TBQRI).</p
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