I want to perform a quantile regression on two continuous variables; Y (DV) and X (IV). I want to find out if there is an significant association between Y and X.
When doing this in R like:
fit2 <- rq(Y ~ X,tau=c(.05, .25, .5, .75, .95))
If say, the 75% quantile of X is significant with a p-value < 0.05 but rest is not, can I say that X is significant in total? If none of the quantiles are significant, is X not significant in total?