Quantile regression
A)estimates marginal effects at the mean values of the independent variables.
B)results in biased estimates for skewed distributions.
C)can be estimated in Excel.
D)results in estimates approximating either the median or other percentiles of the dependent variable.

Question

Quizplus · Accepted Answer

Quantile regression estimates the conditional median or other percentiles of the dependent variable, and is not limited to estimating marginal effects at the mean like ordinary least squares regression. Skewed distributions do not necessarily produce biased estimates in quantile regression, unlike some other methods. Quantile regression can be conducted in Excel using various add-ins or programming in VBA.

Quantile Regression