Quantile Regression
Do you need help with Quantile Regression?
Quantile Regression
Sometimes, though, we want something else. Sometimes the dependent variable isn’t continuous and we turn to logistic regression or some form of count regression. Sometimes the dependent variable is censored, as a time to event, and we turn to survival analysis.
But sometimes even though the dependent variable is continuous, we are not interested in the mean, but in some other statistic about the population. One such situation is when we want to model some quantile (also known as percentile) of the population. That is, we might be interested not in what affects the mean, but in what affects (say) the 3rd quartile, or the 95th percentile, or some other percentile.
When might we want this?
Suppose our dependent variable is bimodal or multimodal – that is, it has multiple “humps”. If we knew what caused the bimodality, we could separate on that variable and do stratified analysis, but if we don’t know that, quantile regression might be good.
If our DV is highly skewed – as, for example, income is in many countries – we might be interested in what predicts the median (which is the 50th percentile) or some other quantile.
One more example is where our substantive interest is in people at the highest or lowest quantiles. For example, if studying the spread of sexually transmitted diseases, we might record number of sexual partners that a person had in a given time period. And we might be most interested in what predicts people with a great many partners, since they will be key parts of spreading the disease.
Featured Posts

Whenever you run a SAS program, you should look at the log file. In fact, I have set up keys on my SAS...

Most generally, a dependent variable (DV) is something which we think depends on one or more independent...

These are the slides for a talk at New York Area SAS Users' Group on June 2, 2011.

Q: What does it mean when standard deviation is higher than the mean? My answer: It depends on the nature...

Question: How can any stochastic phenomenon follow a continuous distribution, since the probability of...

In a previous post, I dealt with some SAS code for scatterplots. Various problems can arise when using...

There are many reasons to write a grant, and many places to apply for one  from small grants for a few...

Question: How does ridge regression work? My answer: OLS models are BLUE  best linear unbiased...

One question that sometimes arises in doing statistical analysis is whether to use a sophisticated method that...

I'll bootstrap from here to eternity 'Cause that's my statistics fraternity The idea is quite old But it...

If you picture the data as a 2 x 2 crosstab, then quasicomplete separation occurs when one of the cells is...

Many times, researchers will categorize continuous variables. For example, birth weight of human infants is...