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.
Schedule your FREE 30 Minute Consultation
Let’s discuss the details of your project to see if my expertise in statistical data analysis can help you build better dissertations, write more compelling grant submissions and test your hypotheses with solid statistical analysis techniques.
Featured Posts

This is a paper for NESUG (NorthEast SAS Users' Group) 2010, which you can see as a PDF articleNESUG2010.

Regression is a set of statistical techniques for relating a dependent variable to one or more independent...

When the dependent variable is continuous, we would ordinarily first think of linear regression. It's a very...

One problem with academic research publications is known as the "filedrawer" problem. If you do research on a...

This is a book of recreational mathematics, but it is relatively serious. Several of the chapters have some...

In this article I showed some problems with the average or arithmetic mean and in this one I discussed...

In ordinary regression, we are interested in modeling the mean of a continuous dependent variable as a linear...

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

Two terms that are frequently confused are moderation and mediation: Definitions...

There are many books that teach you to use SAS or that teach you to use R. There is at least one book that...

Today, I will discuss ease of learning. Unlike the earlier post (and, I hope, most of the ones to come) this...

The title of this post is a quote from Herman Friedman, my favorite professor in graduate school. Herman was...