Przestrzenna regresja kwantylowa w analizie umieralności
DOI:
https://doi.org/10.18778/0208-6018.325.14Słowa kluczowe:
regresja kwantylowa, analiza umieralności, analiza przestrzennaAbstrakt
Artykuł podejmuje problem analizy umieralności w Polsce. Celem pracy jest badanie wpływu wybranych czynników na średnią długość życia kobiet i mężczyzn w 66 podregionach Polski. Stosujemy modele kwantylowej autoregresji przestrzennej. W analizie wykorzystujemy metodologię wielorakiej regresji kwantylowej, która umożliwia analizę zależności pomiędzy zmiennymi w różnych kwantylach Rozkładu zmiennej niezależnej. Ponadto narzędzie to jest odporne na założenie klasycznej regresji dotyczące postaci wielowymiarowego rozkładu składnika losowego.
Pobrania
Bibliografia
Anselin L. (1998), Spatial Econometrics: Methods and Models, Kluwer Academic Publishers, Netherlands.
Google Scholar
Chernozhukov V., Chansen C. (2006), Instrumental Quantile Regression Inference for Structural and Treatment Effect Models, “Journal of Econometrics”, vol. 127, no. 2, p. 491–525, http://dx.doi.org/10.1016/j.jeconom.2005.02.009.
Google Scholar
Kim T.H., Muller C. (2004), Two-stage quantile regression when the first stage is based on quantile regression, “Econometrics Journal”, vol. 7, no. 1, p. 218–231, http://dx.doi.org/10.1111/j.1368-423x.2004.00128.x.
Google Scholar
Koenker R., Bassett B. (1978), Regression Quantiles, “Econometrica”, vol. 46, no. 1, p. 33–50, http://dx.doi.org/10.2307/1913643.
Google Scholar
Life Expectancy Tables of Poland in 2014, Central Statistical Office, Warsaw, 2015.
Google Scholar
Lee L.F. (2002), Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models, “Econometric Theory”, vol. 18, no. 2, p. 252–277, http://dx.doi.org/10.1017/s0266466602182028.
Google Scholar
Lee L.F. (2007), GMM and 2SLS estimation of mixed regressive, spatial autoregressive models, “Journal of Econometrics”, vol. 137, no. 2, p. 489–514, http://dx.doi.org/10.1016/j.jeconom.2005.10.004.
Google Scholar
LeSage J.P., Pace R.K. (2009), Introduction to spatial econometrics, CRC Book Press, Boca Raton.
Google Scholar
LeSage J.P. (1997), Bayesian estimation of spatial autoregressive models, “International Regional Science Review”, vol. 20, no. 1–2, p. 113–129, http://dx.doi.org/10.1177/016001769702000107
Google Scholar
Lum K., Gelfand A. (2012), Spatial quantile multiple regression using the asymmetric Laplace process, “Bayesian Analysis”, vol. 7, no. 2, p. 235–258, http://dx.doi.org/10.1214/12-ba708
Google Scholar
National Health Program for 2016–2020, Appendix to the Resolution of the Cabinet on 15.05.2015, Warsaw.
Google Scholar
Orwat-Acedańska A., Trzpiot G. (2011), The classification of Polish mutual balanced funds based on the management style – quantile regression approach, “Research Papers of the University of Economics in Wrocław. Econometrics”, vol. 31, no. 194, p. 9–23.
Google Scholar
Portnoy S., Koenker R. (1997), The Gaussian Hare and the Laplacian Tortoise: Computability of Squared-Error Versus Absolute-Error Estimators, “Statistical Science”, vol. 12, no. 4, p. 279–300, http://dx.doi.org/10.1214/ss/1030037960.
Google Scholar
Suchecki B. (2010), Spatial Econometrics, Beck, Warszawa.
Google Scholar
Trzpiot G. (2008), The implementation of quantile regression methodology in VaR estimation (in Polish), “Studies and researches of Faculty of Economics and Management/University of Szczecin”, vol. 9, p. 316–323.
Google Scholar
Trzpiot G. (2009a), Quantile regression model versus factor model estimation, “Financial investments and insurances – world trends and Polish market”, University of Economics in Wrocław, vol. 60, p. 469–479.
Google Scholar
Trzpiot G. (2009b), Estimation methods for quantile regression, “Economics Studies” vol. 53, Karol Adamiecki University of Economics in Katowice, p. 81–90.
Google Scholar
Trzpiot G. (2010), Quantile regression model of return rate relation – volatility for some Warsaw Stock Exchange indexes, (in Polish),“Finances, financial markets and insurances. Capital market”,University of Szczecin, vol. 28, p. 61–76.
Google Scholar
Trzpiot G. (2012), Spatial Quantile Regression, ”Comparative Economic Research. Central and Eastern Europe”, vol. 15, no. 4, p. 265–279.
Google Scholar