# Quantile regression

I have a question regarding quantile regression. Supposing that I have 10000 observations with one response variable and several predictor variables in a dataset collected each year over several years. I run a multivariate quantile regression at 90% percentile. I want to compare the observed 90th percentile response value for each year (a single value) to the 90th percentile predicted response value for that year (a single value) based on the multivariate quantile regression model. How can I do that?

• 'Multivariate' implies that you have more than one dependent variable. I think you meant to say 'multivariable'. – Frank Harrell Mar 17 '14 at 12:00

$$MSE(x,y) = \dfrac{1}{N}\sum_{i=1}^N (x-y)^2$$
• @Glen_b yes you are right since the correlation will be the same even if the means of $x$ and $y$ are different. What do you suggest instead? Mean square error? – pontikos Sep 3 '14 at 18:31