Примена усмерених квантила на економске податке са мултиваријатним одговором
Sažetak
Квантилна регресија представља популарну и корисну методологију за моделирање квантила променљиве одговора на основу једне или више независних променљивих. Усмерени квантили представљају доступно проширење модела линеарне регресије са мултиваријантним одзивом. Међутим, није позната ниједна примена усмерених квантила на стварне податке у литератури. У овом раду је представљена илустрација усмерених квантила према економском скупу података, посебно моделирање дводимензионалног одговора у класичном Енгеловом скупу података о потрошњи домаћинстава из 19. века. Резултати откривају да усмерени квантили дају значајне резултате. Они одређују појединачна посматрања у складу са њиховом дубином, тј. од централног до најудаљенијег. У раду се упоређује њихов резултат са резултатима (стандарднијег) откривања одступања. У целини, усмерени квантили се могу посматрати као потенцијално корисно средство за анализу података, ако је праћено темељном анализом стандардним алатима.
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