Quantile regression: Difference between revisions
→History: Phrasing was composed of a near garden path sentence. Clarifies that median regression was historically ignored, not OLS as originally parsed. |
→Sample quantile: Corrected the sign in the second line of the formula, from <math>(1-\tau)</math> to <math>(\tau-1)</math>. Note that <math>(1-\tau)\sum_{y_{i}<q}(y_{i}-q)</math> is negative, which drives the arg min to infinity. |
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Latest revision as of 00:01, 4 December 2014
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