188
Views
16
CrossRef citations to date
0
Altmetric
Original Articles

Rank score and permutation testing alternatives for regression quantile estimates

, &
Pages 331-355 | Published online: 01 Feb 2007

References

  • Cade , B. S. and Noon , B. R. 2003 . A gentle introduction to quantile regression for ecologists . Frontiers in Ecology and the Environment , 1 : 412 – 420 .
  • Koenker , R. and Hallock , K. F. 2001 . Quantile regression: an introduction . Journal Economic Perspectives , 15 : 143 – 156 .
  • Koenker , R. and Bassett , G. 1978 . Regression quantiles . Econometrica , 46 : 33 – 50 .
  • Koenker , R. and Bassett , G. 1982 . Robust tests for heteroscedasticity based on regression quantiles . Econometrica , 50 : 43 – 61 .
  • Koenker , R. and Machado , J. A.F. 1999 . Goodness of fit and related inference processes for quantile regression . Journal of the American Statistical Association , 94 : 1296 – 1310 .
  • Cade , B. S. , Terrell , J. W. and Schroeder , R. L. 1999 . Estimating effects of limiting factors with regression quantiles . Ecology , 80 : 311 – 323 .
  • Cade , B. S. and Guo , Q. 2000 . Estimating effects of constraints on plant performance with regression quantiles . Oikos , 91 : 245 – 254 .
  • Huston , M. A. 2002 . “ Introductory essay: critical issues for improving predictions ” . In Predicting Species Occurrences: Issues of Accuracy and Scale , Edited by: Scott , J. M. , Heglund , P. J. and Morrison , M. L. 7 – 21 . Covelo, CA : Island Press .
  • Knight , C. A. and Ackerly , D. D. 2002 . Variation in nuclear DNA content across environmental gradients: a quantile regression analysis . Ecology Letters , 5 : 66 – 76 .
  • Koenker , R. 1987 . “ A comparison of asymptotic testing methods for l 1-regression ” . In Statistical Data Analysis Based on the L 1-Norm and Related Methods , Edited by: Dodge , Y. 287 – 295 . Amsterdam : Elsevier Science Publishers B. V. (North-Holland .
  • Buchinsky , M. 1991 . “ The theory and practice of quantile regression ” . 211 Cambridge, , MA, USA : Harvard University . PhD dissertation
  • Chernozhukov , V. and Umantsev , L. 2001 . Conditional value-at-risk: aspects of modeling and estimation . Empirical Economics , 26 : 271 – 292 .
  • Koenker , R. Confidence intervals for regression quantiles . Asymptotic Statistics: Proceedings of the 5th Prague Symposium . Edited by: Mandl , P. and Hušková , M. pp. 349 – 359 . Heildelburg : Physica-Verlag) .
  • Gutenbrunner , C. , Jurečková , J. , Koenker , R. and Portnoy , S. 1993 . Tests of linear hypotheses based on regression rank scores . Nonparametric Statistics , 2 : 307 – 331 .
  • Dunham , J. B. , Cade , B. S. and Terrell , J. W. 2002 . Influences of spatial and temporal variation on fish-habitat relationships defined by regression quantiles . Transactions of the American Fisheries Society , 131 : 86 – 98 .
  • Gutenbrunner , C. and Jurečková , J. 1992 . Regression rank scores and regression quantiles . Annals of Statisitics , 20 : 305 – 330 .
  • Koenker , R. 1997 . “ Rank tests for linear models ” . In Handbook of Statistics , Edited by: Maddala , G. S. and Rao , C. R. Vol. 15 , 175 – 199 . Amsterdam : Elsevier .
  • Barrodale , I. and Roberts , F. D.K. 1974 . Algorithm 478: Solution of an overdetermined system of equations in the l 1 norm . Communications of the Association for Computing Machinery , 17 : 319 – 320 .
  • Koenker , R. and d’Orey , V. 1987 . Computing regression quantiles . Applied Statistics , 36 : 383 – 393 .
  • Koenker , R. and d’Orey , V. 1994 . A remark on algorithm AS229: computing dual regression quantiles and regression rank scores . Applied Statistics , 43 : 410 – 414 .
  • Koenker , R. and Portnoy , S. 1996 . “ Quantile regression ” . 77 University of Illinois at Urbana-Champaign . College of Commerce and Business Administration, Office of Research Working Paper 97-0100
  • Koenker , R. and Zhao , Q. 1994 . L-estimation for linear heteroscedastic models . Nonparametric Statistics , 3 : 223 – 235 .
  • Mansouri , H. 1999 . Aligned rank transform tests in linear models . Journal of Statistical Planning and Inference , 79 : 141 – 155 .
  • Kennedy , P. E. and Cade , B. S. 1996 . Randomization tests for multiple regression . Communications in Statistics—Simulation and Computation , 25 : 923 – 936 .
  • Anderson , M. J. and Legendre , P. 1999 . An empirical comparison of permutation methods for tests of partial regression coefficients in a linear model . Journal Statistical Computation and Simulation , 62 : 271 – 303 .
  • Anderson , M. J. and Robinson , J. 2001 . Permutation tests for linear models . Australian New Zealand Journal of Statistics , 43 : 75 – 88 .
  • Freedman , D. and Lane , D. 1983 . A nonstochastic interpretation of reported significance levels . Journal of Business and Economic Statistics , 1 : 292 – 298 .
  • Cade , B. S. and Richards , J. D. 1996 . Permutation tests for least absolute deviation regression . Biometrics , 52 : 886 – 902 .
  • Legendre , P. 2000 . Comparison of permutation methods for the partial correlation and partial Mantel tests . Journal of Statistical Computation and Simulation , 67 : 37 – 73 .
  • Randles , R. H. 1984 . On tests applied to residuals . Journal of the American Statistical Association , 79 : 349 – 354 .
  • Legendre , P. and Desdevises , Y. 2002 . “ Independent contrasts and regression through the orig ” . Avaible at: www.fas.umontreal.ca/BIOL/legendre/reprints/index.html
  • Cade , B. S. 2003 . “ Quantile regression models of animal habitat relationships ” . 186 Fort Collins, CO : Colorado State University . PhD dissertation
  • Mielke , P. W. Jr and Berry , K. J. 2001 . “ Permutation methods: a distance function approach ” . 352 New York, Inc : Springer-Verlag .
  • Vardeman , S. B. 1992 . What about the other intervals? . The American Statistician , 46 : 193 – 197 .
  • Gerow , K. and Bilen , C. 1999 . Confidence intervals for percentiles: An application to estimation of potential maximum biomass of trout in Wyoming streams . North American Journal of Fisheries Management , 19 : 149 – 151 .
  • Parzen , M. I. , Wei , L. J. and Ying , Z. 1994 . A resampling method based on pivotal estimating functions . Biometrika , 81 : 341 – 350 .
  • Zhou , K. G. and Portnoy , S. L. 1998 . Statistical inference on heteroscedastic models based on regression quantiles . Nonparametric Statistics , 9 : 239 – 260 .
  • Neter , J. , Kutner , M. H. , Nachtsheim , C. J. and Wasserman , W. 1996 . Applied Linear Statistical Models , 1408 Chicago, IL : Irwin .
  • Turner , D. L. and Bowden , D. C. 1977 . Simultaneous confidence bands for percentile lines in the general linear model . Journal of the American Statistical Association , 72 : 886 – 889 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.