German real estate modelling with quantile regression
This project is about hedonic price model for different price distribution quantiles (German real estate) estimation, you can expect:
- short data analysis (dependent variable distribution and its moments)
- data transforms (logarithm, ordinal, nominal transforms)
- standard hedonic price model estimation (OLS)
- statistical tests (Jarque-Bera, White)
- outliers detection (Cook’s distance, standarized and studentized residuals)
- quantiles hedonic price models estimation (with bootstraped covariance matrix - 999 replications)
- extremely interesting Beta coefficients estimates vs price quantiles plots with interpretation and inference
- quality paper-style report in Polish