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Huber sandwich estimator in Quantilequantile regression

I need the description of Huber sandwich estimate method for Quantilequantile regression and it is urgent:) please help!.

I found this "a Huber sandwich estimate using a local estimate of the sparsity functionfunction"." Sparsity function looks like that $s(\theta)=f(F^{-1}(\theta))^{-1}$, $F$ is a distribution of residuals and $f$ is a density function of $F$. So my question is what exactly means "local estimate of sparsity function":)

Huber sandwich estimator in Quantile regression

I need the description of Huber sandwich estimate method for Quantile regression and it is urgent:) please help!

I found this "a Huber sandwich estimate using a local estimate of the sparsity function." Sparsity function looks like that $s(\theta)=f(F^{-1}(\theta))^{-1}$, $F$ is a distribution of residuals and $f$ is a density function of $F$. So my question is what exactly means "local estimate of sparsity function":)

Huber sandwich estimator in quantile regression

I need the description of Huber sandwich estimate method for quantile regression.

I found this "a Huber sandwich estimate using a local estimate of the sparsity function". Sparsity function looks like $s(\theta)=f(F^{-1}(\theta))^{-1}$, $F$ is a distribution of residuals and $f$ is a density function of $F$. So my question is what exactly means "local estimate of sparsity function":)

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I need the description of Huber sandwich estimate method for Quantile regression and it is urgent:) please help!

I found this "a Huber sandwich estimate using a local estimate of the sparsity function." Sparsity function looks like that $s(\theta)=f(F^{-1}(\theta))^{-1}$, $F$ is a distribution of residuals and $f$ is a density function of $F$. So my question is what exactly means "local estimate of sparsity function":)

I need the description of Huber sandwich estimate method for Quantile regression and it is urgent:) please help!

I need the description of Huber sandwich estimate method for Quantile regression and it is urgent:) please help!

I found this "a Huber sandwich estimate using a local estimate of the sparsity function." Sparsity function looks like that $s(\theta)=f(F^{-1}(\theta))^{-1}$, $F$ is a distribution of residuals and $f$ is a density function of $F$. So my question is what exactly means "local estimate of sparsity function":)

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