How can we guess which one of a quantile regression equation between several quantile is better and we can choose that.for example if we have 2 equation :

r1 = -2.8037 + 0.2433 * r2 + 0.4387 * r3 + 0.2011 * r4 + 1.1313 * r5     q=0.05   (1)
r1 = 2.663 + 0.2364 * r2 + 0.8739 * r3 - 0.0188 * r4 + 0.9471 * r5       q=0.95   (2)

sum coefficient of equation (1) = -0.7893
sum coefficient of equation (2) = 4.7022

can we say when sum of coefficient a equation between several quantile regression are minimum is suitable?


closed as unclear what you're asking by Andy, Tim, gung, John, Glen_b Feb 24 '15 at 23:37

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    $\begingroup$ I improved formatting of your question - check if it is ok. Also it is not clear what you are asking so consider editing your question to describe it more precisely. $\endgroup$ – Tim Feb 24 '15 at 21:00

I suspect you used quantile regression to estimate the effects on the 5th and 95th quantile and want to know which is better.

The answer is that these two equations answer different questions and thus give different answers. So neither is better, they are just different.


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