In this study, we consider to review another methodology to estimate the regression coefficient when the distribution of error term may not be normal. The methodology to be reviewed here is called the regression quantile and can be considered as an ex...
In this study, we consider to review another methodology to estimate the regression coefficient when the distribution of error term may not be normal. The methodology to be reviewed here is called the regression quantile and can be considered as an extension of the method which obtains a sample median. Especially, we emphasize the calculation aspect to obtain the estimate of the regression coefficient using an example and comment briefly asymptotic normality of the estimate. Finally, we discuss some concluding remarks in the conclusion.