Could you please explain, what does "data dependent quantiles" mean, as mentioned in the following paragraph:
Quantiles appear intuitively appealing to epidemiologists as they can be thought of in terms of low, medium and high risk groups. Moreover, the association between exposure and outcome can be described in terms of a relative risk between these groups. However, these perceived benefits are outweighed by several important problems that arise when a continuous variable is categorized, particularly if data dependent quantiles are used to form categories.
Many Thanks...