scholarly journals Bayesian quantile regression analysis of Korean Jeonse deposit

2018 ◽  
Vol 25 (5) ◽  
pp. 489-499
Author(s):  
Eun Jung Nam ◽  
Eun Kyung Lee ◽  
Man-Suk Oh
Keyword(s):  
Regression Analysis ◽  
Quantile Regression ◽  
Bayesian Quantile Regression ◽  
Quantile Regression Analysis

scholarly journals Bayesian quantile regression analysis for continuous data with a discrete component at zero

2017 ◽  
Vol 18 (1) ◽  
pp. 73-93 ◽  
Author(s):  
Bruno Santos ◽  
Heleno Bolfarine
Keyword(s):  
Regression Analysis ◽  
Quantile Regression ◽  
Durable Goods ◽  
Continuous Distribution ◽  
Real Data ◽  
Discrete Component ◽  
Bayesian Quantile Regression ◽  
Conditional Quantiles ◽  
Quantile Regression Analysis ◽  
Quantile Regression Method

In this work, we propose a Bayesian quantile regression method to response variables with mixed discrete-continuous distribution with a point mass at zero, where these observations are believed to be left censored or true zeros. We combine the information provided by the quantile regression analysis to present a more complete description of the probability of being censored given that the observed value is equal to zero, while also studying the conditional quantiles of the continuous part. We build up a Markov Chain Monte Carlo method from related models in the literature to obtain samples from the posterior distribution. We demonstrate the suitability of the model to analyse this censoring probability with a simulated example and two applications with real data. The first is a well-known dataset from the econometrics literature about women labour in Britain, and the second considers the statistical analysis of expenditures with durable goods, considering information from Brazil.

scholarly journals Association between leukocyte telomere length and sex by quantile regression analysis

2021 ◽  
Author(s):  
Fernanda Gutierrez-Rodrigues ◽  
Raquel M. Alves-Paiva ◽  
Natália F. Scatena ◽  
Edson Z. Martinez ◽  
Priscila S. Scheucher ◽  
...  
Keyword(s):  
Regression Analysis ◽  
Quantile Regression ◽  
Telomere Length ◽  
Leukocyte Telomere Length ◽  
Quantile Regression Analysis

Determinants of liquidity in Malaysian SMEs: a quantile regression approach

2018 ◽  
Vol 67 (9) ◽  
pp. 1566-1584 ◽  
Author(s):  
Shaista Wasiuzzaman
Keyword(s):  
Regression Analysis ◽  
Quantile Regression ◽  
Emerging Market ◽  
Developed Countries ◽  
Data Availability ◽  
Firm Level ◽  
Liquidity Management ◽  
Ols Regression ◽  
Content Type ◽  
Quantile Regression Analysis

PurposeThe management of liquidity has always been seen as a critical but often ignored issue in finance. Despite the abundance of studies on liquidity management, these studies mainly focus on developed countries and on large firms. Liquidity is critical for the small firm but studies on liquidity management in small and medium enterprises (SMEs) are lacking. The purpose of this paper is to examine the firm-level determinants of liquidity of SMEs in Malaysia.Design/methodology/approachData are collected for a total of 986 small firms in Malaysia from 2011 to 2014, resulting in a total of 2,683 observations. Firm-specific variables and the effect of the economy are considered as the possible determinants of liquidity. Ordinary least squares (OLS) regression analysis with standard errors adjusted for firm-level clustering and quantile regression analysis are used for this purpose.FindingsAnalysis using OLS regression technique indicates that a firm’s profitability, its growth, asset tangibility, size, age and firm status are significant factors in influencing its liquidity decision. Leverage and economic condition are not found to have any significant influence on liquidity. However, quantile regression analysis provides a different picture especially for SMEs with liquidity at the quantile levels ofθ=0.10 and 0.90. Atθ=0.10, only profitability, tangibility and firm status are significant, while atθ=0.90, tangibility, size, firm status and, to some extent, age are significant in influencing liquidity levels.Originality/valueTo the author’s knowledge, this is the first study analyzing the liquidity decision of SMEs in an emerging market such as Malaysia. Most studies on liquidity management of SMEs are focused on developed countries due to data availability but these studies are also only a handful. Additionally, this study uses quantile regression analysis which highlights the need to analyze financial decisions at different levels rather than at the aggregate level as done in OLS regression analysis.

Absenteeism and performance in a quantitative module A quantile regression analysis

2016 ◽  
Vol 8 (3) ◽  
pp. 376-389 ◽  
Author(s):  
Pranab Kumar Pani ◽  
Pallavi Kishore
Keyword(s):  
Regression Analysis ◽  
Academic Performance ◽  
Learning Styles ◽  
Quantile Regression ◽  
United Arab Emirates ◽  
Classroom Environment ◽  
Negative Impact ◽  
Content Type ◽  
Quantile Regression Analysis ◽  
And Performance

Purpose – There is growing evidence that learning is faster, measurably better and more productive in a classroom setting when a student attends classes regularly. Each student brings in his/her experience, skills, and unique learning styles to a class – thus a classroom environment can potentially create positive externalities through which a student can gain substantially from various strengths of his/her peers. However, students do remain absent from their classes for a variety of reasons. One of the measurable effects of regular non-attendance in a university class, where students from various cultures and regions interact, is the academic performance. The purpose of this paper is to determine if there is any potential causal link between absenteeism (attendance) and academic performance. Design/methodology/approach – Data were culled from the records of three batches of students in a British university campus in the Middle East. Quantile regression methods were used to establish the causal relationship between absenteeism and academic performance. Findings – A quantile regression analysis reveals that absenteeism has negative impact on academic performance. This also suggests that low performers are worse affected by absenteeism as compared to the high performers. Research limitations/implications – Inclusion of some other factors, such as study habits, additional hours spent on quantitative modules, student’s ethnicity background, particularly in the context of United Arab Emirates, could have emboldened the robustness of the study. Non-availability or paucity of this information, to some degree, has limited the conclusions of this study. Originality/value – Proponents of mandatory attendance argue that there is a positive correlation between attendance and performance. But, one very important issue which gets overlooked is who actually benefits more by attending classes – are the shirkers who have a poor attendance record or the ones who are more sincere, more regular, and active participants in a class? This study uses quantile regression analysis to address this issue.

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