JSM 2004 - Toronto

Abstract #300146

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Activity Number: 137
Type: Invited
Date/Time: Monday, August 9, 2004 : 2:00 PM to 3:50 PM
Sponsor: Business and Economics Statistics Section
Abstract - #300146
Title: Quantile Regression Methods for Recursive Structural Equation Models
Author(s): Roger Koenker*+
Companies: University of Illinois
Address: Economics/330 Commerce W, Champaign, IL, 61820-6978,
Keywords: quantile ; regression
Abstract:

Two classes of quantile regression estimation methods for the recursive structural equation models of Chesher (2003) are investigated. A class of weighted-average derivative estimators based directly on the identification strategy of Chesher is contrasted with a control variate estimation method. The latter imposes stronger restrictions achieving an asymptotic efficiency bound with respect to the former class. An application of the methods to the study of the effect of class size on the performance of Dutch primary school students shows that (1) reductions in class size are beneficial for good students in language and for weaker students in mathematics, (2) larger classes appear beneficial for weaker language students, and (3) the impact of class size on both mean and median performance is negligible.

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Revised March 2004