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Przedstawiamy test weryfikujący jakość specyfikacji modelu regresji kwantylowej. Często
wyznaczamy modele regresji kwantylowej i przeprowadzamy dalsze wnioskowanie analizując
jedynie poziom błędów. Przedstawimy test dla funkcjonalnej formy modelu regresji kwantylowej.
Test dopasowuje zmienną zależną jako wyjaśniającą oraz sprawdza istotność wprowadzonej do
modelu...
We present in this paper a few important direction on research using quantile regression.
We start from some motivation for this method of regression. Secondly we present some
main areas of application this method. Finally we wanted to point out transformation of the main
model. This model, introduced by Powell (1991) and further analyzed by Chamberlain (1994) and
Buchinsky (1995), specifies the...
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