Smoothed binary regression quantiles
将平滑中位数二元回归推广到一般平滑二元分位数回归，讨论估计量的解释，并用于半参数估计反事实概率。应用于美国已婚女性劳动参与模型，发现非劳动收入弹性仅在条件意愿分布中部的女性中显著为负。
Abstract This paper extends results regarding smoothed median binary regression to general smoothed binary quantile regression, discusses the interpretation of the resulting estimators under alternative assumptions, and shows how they may be used to obtain semiparametric estimates of counterfactual probabilities. The estimators are applied to a model of labour force participation of married women in the USA. We find that the elasticity with respect to non‐labour income is significantly negative only for women that belong to the middle of the conditional willingness‐to‐participate (WTP) distribution. In comparing the quantile models with parametric logit and semiparametric single‐index specifications, we find that the models agree closely for women around the centre of the WTP distribution, but there are considerable disagreements as we move towards the tails of the distribution. Copyright © 2006 John Wiley & Sons, Ltd.