Smoothed Empirical Likelihood Inference for Nonlinear Quantile Regression Models with Missing Response

In this paper, three smoothed empirical log-likelihood ratio functions for the parameters of nonlinear models with missing response are suggested. Under some regular conditions, the corresponding Wilks phenomena are obtained and the confidence regions for the parameter can be constructed easily.

Using Quantile Regression Approach to Analyze Price Movements of Agricultural Products in China

This paper studies how the price movements of pork,chicken and egg respond to those of related cost factors in short terms in Chinese market.We employ a linear quantile approach not only to explore potential data heteroscedasticity but also to generate confidence bands for the purpose of price stability study.We then evaluate our models by comparing the prediction intervals generated from the quantile regression models with in-sample and out-of-sample forecasts.Using monthly data from January 2000 to October 2010,we observed these findings：（i） the price changes of cost factors asymmetrically and unequally influence those of the livestock across different quantiles;（ii） the performance of our models is robust and consistent for both in-sample and out-of-sample forecasts;（iii） the confidence intervals generated from 0.05th and 0.95th quantile regression models are good methods to forecast livestock price fluctuation.

Penalized Flexible Bayesian Quantile Regression

The selection of predictors plays a crucial role in building a multiple regression model. Indeed, the choice of a suitable subset of predictors can help to improve prediction accuracy and interpretation. In this paper, we propose a flexible Bayesian Lasso and adaptive Lasso quantile regression by introducing a hierarchical model framework approach to enable exact inference and shrinkage of an unimportant coefficient to zero. The error distribution is assumed to be an infinite mixture of Gaussian densities. We have theoretically investigated and numerically compared our proposed methods with Flexible Bayesian quantile regression (FBQR), Lasso quantile regression (LQR) and quantile regression (QR) methods. Simulations and real data studies are conducted under different settings to assess the performance of the proposed methods. The proposed methods perform well in comparison to the other methods in terms of median mean squared error, mean and variance of the absolute correlation criterions. We believe that the proposed methods are useful practically.

Bayesian regularized quantile regression:A robust alternative for genome-based prediction of skewed data

Genomic prediction(GP)has become a valuable tool for predicting the performance of selection candidates for the next breeding cycle.A vast majority of statistical linear models on which GP is based rely on the assumption of normality of the residuals and therefore on the response variable itself.In this study,we propose to use Bayesian regularized quantile regression(BRQR)in the context of GP;the model has been successfully used in other research areas.We evaluated the prediction ability of the proposed model and compared it with the Bayesian ridge regression(BRR;equivalent to genomic best linear unbiased predictor,GBLUP).In addition,BLUP can be used with pedigree information obtained from the coefficient of coancestry(ABLUP).We have found that the prediction ability of BRQR is comparable to that of BRR and,in some cases,better;it also has the potential to efficiently deal with outliers.A program written in the R statistical package is available as Supplementary material.

Double-Penalized Quantile Regression in Partially Linear Models

In this paper, we propose the double-penalized quantile regression estimators in partially linear models. An iterative algorithm is proposed for solving the proposed optimization problem. Some numerical examples illustrate that the finite sample performances of proposed method perform better than the least squares based method with regard to the non-causal selection rate (NSR) and the median of model error (MME) when the error distribution is heavy-tail. Finally, we apply the proposed methodology to analyze the ragweed pollen level dataset.

A Bayesian Quantile Regression Analysis of Potential Risk Factors for Violent Crimes in USA

Bayesian quantile regression has drawn more attention in widespread applications recently. Yu and Moyeed (2001) proposed an asymmetric Laplace distribution to provide likelihood based mechanism for Bayesian inference of quantile regression models. In this work, the primary objective is to evaluate the performance of Bayesian quantile regression compared with simple regression and quantile regression through simulation and with application to a crime dataset from 50 USA states for assessing the effect of potential risk factors on the violent crime rate. This paper also explores improper priors, and conducts sensitivity analysis on the parameter estimates. The data analysis reveals that the percent of population that are single parents always has a significant positive influence on violent crimes occurrence, and Bayesian quantile regression provides more comprehensive statistical description of this association.

Composite Quantile Regression for Nonparametric Model with Random Censored Data

The composite quantile regression should provide estimation efficiency gain over a single quantile regression. In this paper, we extend composite quantile regression to nonparametric model with random censored data. The asymptotic normality of the proposed estimator is established. The proposed methods are applied to the lung cancer data. Extensive simulations are reported, showing that the proposed method works well in practical settings.

Using Quantile Regression to Detect Relationships between Large-scale Predictors and Local Precipitation over Northern China

Quantile regression（QR） is proposed to examine the relationships between large-scale atmospheric variables and all parts of the distribution of daily precipitation amount at Beijing Station from 1960 to 2008. QR is also applied to evaluate the relationship between large-scale predictors and extreme precipitation（90th quantile） at 238 stations in northern China.Finally, QR is used to fit observed daily precipitation amounts for wet days at four sample stations. Results show that meridional wind and specific humidity at both 850 h Pa and 500 h Pa（V850, SH850, V500, and SH500） strongly affect all parts of the Beijing precipitation distribution during the wet season（April–September）. Meridional wind, zonal wind, and specific humidity at only 850 h Pa（V850, U850, SH850） are significantly related to the precipitation distribution in the dry season（October–March）. Impacts of these large-scale predictors on the daily precipitation amount with higher quantile become stronger, whereas their impact on light precipitation is negligible. In addition, SH850 has a strong relationship with wet-season extreme precipitation across the entire region, whereas the impacts of V850, V500, and SH500 are mainly in semi-arid and semi-humid areas. For the dry season, both SH850 and V850 are the major predictors of extreme precipitation in the entire region. Moreover, QR can satisfactorily simulate the daily precipitation amount at each station and for each season, if an optimum distribution family is selected. Therefore, QR is valuable for detecting the relationship between the large-scale predictors and the daily precipitation amount.

Regularized quantile regression for SNP marker estimation of pig growth curves

Background: Genomic growth curves are general y defined only in terms of population mean; an alternative approach that has not yet been exploited in genomic analyses of growth curves is the Quantile Regression(QR). This methodology allows for the estimation of marker effects at different levels of the variable of interest. We aimed to propose and evaluate a regularized quantile regression for SNP marker effect estimation of pig growth curves, as well as to identify the chromosome regions of the most relevant markers and to estimate the genetic individual weight trajectory over time(genomic growth curve) under different quantiles(levels).Results: The regularized quantile regression(RQR) enabled the discovery, at different levels of interest(quantiles), of the most relevant markers al owing for the identification of QTL regions. We found the same relevant markers simultaneously affecting different growth curve parameters(mature weight and maturity rate): two(ALGA0096701 and ALGA0029483)for RQR(0.2), one(ALGA0096701) for RQR(0.5), and one(ALGA0003761) for RQR(0.8). Three average genomic growth curves were obtained and the behavior was explained by the curve in quantile 0.2, which differed from the others.Conclusions: RQR allowed for the construction of genomic growth curves, which is the key to identifying and selecting the most desirable animals for breeding purposes. Furthermore, the proposed model enabled us to find, at different levels of interest(quantiles), the most relevant markers for each trait(growth curve parameter estimates) and their respective chromosomal positions(identification of new QTL regions for growth curves in pigs). These markers can be exploited under the context of marker assisted selection while aiming to change the shape of pig growth curves.

Quantile Regression Analysis on Convergence of China's Regional Economic Growth

Using quantile regression method,this paper made an empirical analysis on convergence of China's regional economic growth since the reform and opening-up.It firstly introduced principle of quantile regression method and related theories of convergence of economic growth.Through discussing interprovincial variation coefficient of GDP per capita,it carried out σ convergence analysis on economic growth and divided 3 decades since the reform and opening-up into 3 stages.Then,it made a comparative analysis of absolute β convergence on 3 stages using least-squares estimation and quantile regression method,and also stressed the advantage of quantile regression method.On this basis,it made an in-depth study on conditional β convergence at 3 stages.Empirical results indicate that there is absolute and conditional convergence at the first stage,no convergence at the second stage,and weak convergence at the third stage.Finally,it discussed weak points in this study and came up with recommendations for future studies.

Quantile Regression Based on Semi-Competing Risks Data

This paper considers quantile regression analysis based on semi-competing risks data in which a non-terminal event may be dependently censored by a terminal event. The major interest is the covariate effects on the quantile of the non-terminal event time. Dependent censoring is handled by assuming that the joint distribution of the two event times follows a parametric copula model with unspecified marginal distributions. The technique of inverse probability weighting (IPW) is adopted to adjust for the selection bias. Large-sample properties of the proposed estimator are derived and a model diagnostic procedure is developed to check the adequacy of the model assumption. Simulation results show that the proposed estimator performs well. For illustrative purposes, our method is applied to analyze the bone marrow transplant data in [1].

Quantile Regression Analysis on Sex Wage Difference

Based on the investigation data of social position of national women in the third phase by National Women's Federation and National Bureau of Statistics in 2010,regression analysis on sex wage difference is conducted. It is divided into two parts. The first part is the impact on wage by sex,and it is divided into whole country,eastern,central and western regions. The second part is the impact on wage by different education backgrounds. It tries to explore sex wage difference situation at different positions of wage distribution,study if there exists " ceiling effect" or " floor effect" in population's wage distribution situation,sex wage difference situation in eastern,central and western regions and the education's impact on future income situations of men and women.

Bayesian Regularized Quantile Regression Analysis Based on Asymmetric Laplace Distribution

In recent years, variable selection based on penalty likelihood methods has aroused great concern. Based on the Gibbs sampling algorithm of asymmetric Laplace distribution, this paper considers the quantile regression with adaptive Lasso and Lasso penalty from a Bayesian point of view. Under the non-Bayesian and Bayesian framework, several regularization quantile regression methods are systematically compared for error terms with different distributions and heteroscedasticity. Under the error term of asymmetric Laplace distribution, statistical simulation results show that the Bayesian regularized quantile regression is superior to other distributions in all quantiles. And based on the asymmetric Laplace distribution, the Bayesian regularized quantile regression approach performs better than the non-Bayesian approach in parameter estimation and prediction. Through real data analyses, we also confirm the above conclusions.

Predictions in Quantile Regressions

Two different tools to evaluate quantile regression forecasts are proposed: MAD, to summarize forecast errors, and a fluctuation test to evaluate in-sample predictions. The scores of the PISA test to evaluate students’ proficiency are considered. Growth analysis relates school attainment to economic growth. The analysis is complemented by investigating the estimated regression and predictions not only at the centre but also in the tails. For out-of-sample forecasts, the estimates in one wave are employed to forecast the following waves. The reliability of in-sample forecasts is controlled by excluding the part of the sample selected by a specific rule: boys to predict girls, public schools to forecast private ones, vocational schools to predict non-vocational, etc. The gradient computed in the subset is compared to its analogue computed in the full sample in order to verify the validity of the estimated equation and thus of the in-sample predictions.

Quantile Regression Based on Laplacian Manifold Regularizer with the Data Sparsity in <i>l</i>1 Spaces

In this paper, we consider the regularized learning schemes based on l1-regularizer and pinball loss in a data dependent hypothesis space. The target is the error analysis for the quantile regression learning. There is no regularized condition with the kernel function, excepting continuity and boundness. The graph-based semi-supervised algorithm leads to an extra error term called manifold error. Part of new error bounds and convergence rates are exactly derived with the techniques consisting of l1-empirical covering number and boundness decomposition.

Probabilistic Quantile Regression-Based Scour Estimation Considering Foundation Widths and Flood Conditions

Scour has been widely accepted as a key reason for bridge failures.Bridges are susceptible and sensitive to the scour phenomenon,which describes the loss of riverbed sediments around the bridge supports because of flow.The carrying capacity of a deep-water foundation is influenced by the formation of a scour hole,which means that a severe scour can lead to a bridge failure without warning.Most of the current scour predictions are based on deterministic models,while other loads at bridges are usually provided as probabilistic values.To integrate scour factors with other loads in bridge design and research,a quantile regression model was utilized to estimate scour depth.Field data and experimental data from previous studies were collected to build the model.Moreover,scour estimations using the HEC-18 equation and the proposed method were compared.By using the“CCC(Calculate,Confirm,and Check)”procedure,the probabilistic concept could be used to calculate various scour depths with the targeted likelihood according to a specified chance of bridge failure.The study shows that with a sufficiently large and continuously updated database,the proposed model could present reasonable results and provide guidance for scour mitigation.

Study on Rice Yield Estimation Model Based on Quantile Regression

An airborne multi-spectral camera was used in this study to estimate rice yields.The experimental data were achieved by obtaining a multi-spectral image of the rice canopy in an experimental field throughout the jointing stage(July,2017)and extracting five vegetation indices.Vegetation indices and rice growth parameter data were compared and analyzed.Effective predictors were screened by using significance analysis and quantile and ordinary least square(OLS)regression models estimating rice yields were constructed.The results showed that a quantile regression model based on normalized difference vegetation indices(NDVI)and rice yields performed was best forτ=0.7 quantile.Thus,NDVI was determined as an effective variable for the rice yield estimation during the jointing stage.The accuracy of the quantile regression estimation model was then assessed using RMES and MAPE test indicators.The yields by this approach had better results than those of an OLS regression estimation model and showed that quantile regression had practical applications and research significance in rice yields estimation.

Interpersonal Climate Change Communication in Florida Using Quantile Regression

Climate change is described as a potentially catastrophic phenomenon with the capacity to disrupt agricultural production, economies, health systems, education, and infrastructure, among other systems. In Florida, climate change is a concern because of the state’s extensive coastline and its influence on the economy, as well as residents’ safety and well-being. As early as 2007, researchers forecasted that vulnerable wetlands, mangroves, fisheries, and coastal infrastructure in Florida may be significantly damaged or destroyed by 2060. Climate change communication (CCC) is described as a complex problem that requires several layers of attention, especially in achieving the desired outcome of behavior change. Previous research suggested that climate change communicators would be more effective if they understood their audiences and their communication capacities. The purpose of the study was to determine the impact of demographic factors on social communication for residents of Florida. A survey was used to collect the data through an address-based sampling (ABS) method, where a total of 318 usable responses were received from Florida residence 18 years or older. A latent construct for describing social communication (Social Communication Index [SCI]) was created as the dependent variable and was tested against eight variables using a quantile regression approach. Using quantiles in 0.1 intervals, the results showed that knowledge, age, income, newspaper use, urbanicity, and race affected the SCI in one or more quantiles. Social media, sex, and religiosity were insignificant throughout all quantiles. While most of the results align with previous research, there is the need for further probing into social communication on climate change to ensure that audience segments are provided with climate change information through the channels they primarily use.

基于Rolling Regression及VAR-DCC-GARCH模型的股市时变协动研究——发达市场对中国大陆股市存在金融传染吗?

本文以2002年5月至2013年12月为研究区间,利用协整模型、滚动回归模型及VARDCC-GARCH模型对中国大陆股市与日本、香港、新加坡股市间的时变协动性进行了研究。结果表明:长期内,中国大陆股票市场与香港股市存在时变协整关系(截距与斜率均具有时变性),与新加坡股市存在着弱协整关系,但与日本股票市场不存在协整关系;中国大陆股市与香港股市、日本股市间的时变相关系数具有长记忆特征,而与新加坡股市时变相关系数并不具有持续性;亚洲发达经济体对中国大陆股市存在显著的金融传染效应。