Quantile Regression: 40 Years on

Posted: 14 Aug 2017

See all articles by Roger Koenker

Roger Koenker

University of Illinois at Urbana-Champaign - Department of Economics

Date Written: August 2017

Abstract

Since Quetelet's work in the nineteenth century, social science has iconified the average man, that hypothetical man without qualities who is comfortable with his head in the oven and his feet in a bucket of ice. Conventional statistical methods since Quetelet have sought to estimate the effects of policy treatments for this average man. However, such effects are often quite heterogeneous: Medical treatments may improve life expectancy but also impose serious short-term risks; reducing class sizes may improve the performance of good students but not help weaker ones, or vice versa. Quantile regression methods can help to explore these heterogeneous effects. Some recent developments in quantile regression methods are surveyed in this review.

Suggested Citation

Koenker, Roger W., Quantile Regression: 40 Years on (August 2017). Annual Review of Economics, Vol. 9, pp. 155-176, 2017. Available at SSRN: https://ssrn.com/abstract=3017730 or http://dx.doi.org/10.1146/annurev-economics-063016-103651

Roger W. Koenker (Contact Author)

University of Illinois at Urbana-Champaign - Department of Economics ( email )

410 David Kinley Hall
1407 W. Gregory
Urbana, IL 61801
United States
217-333-4558 (Phone)
217-244-6571 (Fax)

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