3
$\begingroup$

Suppose i have several studies (e.g 5) and i use conditional quantile regression (e.g using the package quantreg in R) to obtain conditional quantile estimates at several percentiles (e.g 0.1, 0.2, 0.3, ... 0.9) using the same model ($y=B_1x_1 + B_2x_2 + e$) in each study. Can i combine estimates at each percentile (separately) from the different studies using meta analysis, assigning random effect to the study from which the estimate was obtained?

I've read that conditional quantile regression cannot be generalized to the population, however doesn't random effects meta-analysis assess variance attributed to differences in sampling populations by definition?

Improve this question
$\endgroup$
7
  • 3
    $\begingroup$ This paper by Rob Hyndman suggests an approach along the lines of what you seem to be asking for, Forecasting Uncertainty in Electricity Smart Meter Data by Boosting Additive Quantile Regression. Available here ... robjhyndman.com/papers/smart-meter-quantiles.pdf $\endgroup$
    – Mike Hunter
    Dec 7, 2016 at 1:02
  • 1
    $\begingroup$ It is an interesting paper and i thank you for sharing it. However, it does not seem to answer the question of whether conventional meta-analysis can be used to combine conditional quantile regression estimates in the same way as OLS estimates can be combined $\endgroup$
    – JustGettinStarted
    Dec 7, 2016 at 1:58
  • 2
    $\begingroup$ Is it possible you're being a tad rigid in your definition of meta-analysis? $\endgroup$
    – Mike Hunter
    Dec 7, 2016 at 2:05
  • 1
    $\begingroup$ Its more than possible, ill take a closer look, and apologize for my ignorance $\endgroup$
    – JustGettinStarted
    Dec 7, 2016 at 2:08
  • 2
    $\begingroup$ No worries...we're all here to learn. $\endgroup$
    – Mike Hunter
    Dec 7, 2016 at 2:41

0

Reset to default

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge that you have read and understand our privacy policy and code of conduct.