Analysis of retirement income adequacy using quantile regression: A case study in Malaysia

Ros Idayuwati Alaudin, Noriszura Ismail, Zaidi Isa

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Quantile regression is a statistical analysis that does not restrict attention to the conditional mean and therefore, permitting the approximation of the whole conditional distribution of a response variable. Quantile regression is a robust regression to outliers compared to mean regression models. In this paper, we demonstrate how quantile regression approach can be used to analyze the ratio of projected wealth to needs (wealth-needs ratio) during retirement.

Original languageEnglish
Title of host publication2015 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2015 Postgraduate Colloquium
PublisherAmerican Institute of Physics Inc.
Volume1678
ISBN (Electronic)9780735413252
DOIs
Publication statusPublished - 25 Sep 2015
Event2015 Postgraduate Colloquium of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology, UKM FST 2015 - Selangor, Malaysia
Duration: 15 Apr 201516 Apr 2015

Other

Other2015 Postgraduate Colloquium of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology, UKM FST 2015
CountryMalaysia
CitySelangor
Period15/4/1516/4/15

Fingerprint

retirement
quantiles
income
Malaysia
adequacy
regression analysis
statistical analysis
approximation

Keywords

  • Consumption
  • Quantile Regression
  • Retirement adequacy
  • Wealth

ASJC Scopus subject areas

  • Physics and Astronomy(all)

Cite this

Alaudin, R. I., Ismail, N., & Isa, Z. (2015). Analysis of retirement income adequacy using quantile regression: A case study in Malaysia. In 2015 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2015 Postgraduate Colloquium (Vol. 1678). [060011] American Institute of Physics Inc.. https://doi.org/10.1063/1.4931338

Analysis of retirement income adequacy using quantile regression : A case study in Malaysia. / Alaudin, Ros Idayuwati; Ismail, Noriszura; Isa, Zaidi.

2015 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2015 Postgraduate Colloquium. Vol. 1678 American Institute of Physics Inc., 2015. 060011.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Alaudin, RI, Ismail, N & Isa, Z 2015, Analysis of retirement income adequacy using quantile regression: A case study in Malaysia. in 2015 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2015 Postgraduate Colloquium. vol. 1678, 060011, American Institute of Physics Inc., 2015 Postgraduate Colloquium of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology, UKM FST 2015, Selangor, Malaysia, 15/4/15. https://doi.org/10.1063/1.4931338
Alaudin RI, Ismail N, Isa Z. Analysis of retirement income adequacy using quantile regression: A case study in Malaysia. In 2015 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2015 Postgraduate Colloquium. Vol. 1678. American Institute of Physics Inc. 2015. 060011 https://doi.org/10.1063/1.4931338
Alaudin, Ros Idayuwati ; Ismail, Noriszura ; Isa, Zaidi. / Analysis of retirement income adequacy using quantile regression : A case study in Malaysia. 2015 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2015 Postgraduate Colloquium. Vol. 1678 American Institute of Physics Inc., 2015.
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