Timeline for Monte-Carlo Simulation for Quantile Regression
Current License: CC BY-SA 4.0
10 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 3, 2020 at 15:08 | vote | accept | Leonard Kunz | ||
| Dec 3, 2020 at 13:39 | history | edited | Christoph Hanck | CC BY-SA 4.0 |
deleted 57 characters in body; edited tags
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| Dec 3, 2020 at 13:11 | answer | added | BigBendRegion | timeline score: 1 | |
| Dec 3, 2020 at 12:45 | answer | added | Christoph Hanck | timeline score: 2 | |
| Dec 3, 2020 at 12:44 | comment | added | Dave | It’s going to depend on the error term. How are you simulating that? | |
| Dec 3, 2020 at 12:42 | history | edited | Leonard Kunz | CC BY-SA 4.0 |
deleted 33 characters in body
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| Dec 3, 2020 at 12:41 | comment | added | Leonard Kunz | My problem is essentially to get a sense of how to simulate data and then know the slope parameter for the desired quantiles. So I can compare my estimate to my true parameter. | |
| Dec 3, 2020 at 12:35 | comment | added | Dave | I don’t follow what you’re doing, but I’ll mention that if you have $iid$ error terms, then the slope is the same at every quantile $\tau$. | |
| Dec 3, 2020 at 12:27 | review | First posts | |||
| Dec 3, 2020 at 16:15 | |||||
| Dec 3, 2020 at 12:26 | history | asked | Leonard Kunz | CC BY-SA 4.0 |