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

Macros can be a very complex topic, but some very simple macros can make life easier for a data analyst or...

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

At first, this seems quite simple. Weigh yourself Monday. Weigh yourself next Monday. Did your weight go...

Cluster analysis is a set of methods for finding subjects (people, corporations, drugs, whatever) that "go...

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...

Often, when reading a statistics book, you will see some variation on the phrase "independent data". Many...

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

After one measures central tendency or location of a variable, the next thing to measure is often spread or...

[latexpage] In his wonderful book "A Mathematician's Lament" Paul Lockhart...

This is a talk I've given at Northeast SAS Users Group (NESUG) and at SAS Global Forum (SGF)

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