We propose a new regression method to evaluate the impact of changes in the distri- bution of the explanatory variables on quantiles of the unconditional (marginal) distrib- ution of an outcome variable. The proposed method consists of running a regression of the (recentered) influence function (RIF) of the unconditional quantile on the explana- tory variables. The influence function, a widely used tool in robust estimation, is easily computed for quantiles, as well as for other distributional statistics. Our approach, thus, can be readily generalized to other distributional statistics.
Mendeley saves you time finding and organizing research
Choose a citation style from the tabs below