# Questions tagged [quantile-regression]

Quantile regression allows us to estimate the effect of a set of predictor variables over the entire distribution of the outcome variable or any particular quantile.

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### Time fixed effect - calculate the net of time effect

I have a data that includes two categories, one being Manchester and another Leeds. This is panel data. I have a Year variable, a dummy for city 0 (Man) 1 (Leeds) and a dummy for each Year. How would ...
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### n-th quantile for bivariate variable

I generate a 2000 bivariate random samples which are negative correlated. I used np.quantile to generate 10 quantile from this random samples. The related point is marked in the following figure. I am ...
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### Theory understanding behind quantile regression

As part of my studies in ecology, I am trying to reproduce a quantile regression method described in Karlsson et. al (2022) (source: https://arxiv.org/pdf/2202.02206.pdf) My starting point is this: ...
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### Variations in the output of quantile regression models

I am trying to implement quantile regression models with R for the first time (I am new to this regression approach). Here is the code that I am running: ...
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### How to interpret the quantile regression based on random forest?

I have read the Q&A how-are-the-results-of-multivariable-quantile-regression-interpreted and the recommended paper (Petscher and Logan, 2013). I have taken the Wine Quality Data Set, built the ...
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### Linear or quantile regression to deal with leverage points?

I'm doing a linear regression model, but even after the log-log transformation it contains many leverage points (outliers that are part of the data), the residuals are not normal and the variance is ...
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### How to calculate the correlation by the Spearman method for each quantile of the quantile regression in R?

I'm trying to calculate the Spearman's correlation coefficient for each quantile of my quantile regression (to later calculate the R² of each quantile), but the package I know of (QCSIS) uses Pearson'...
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### What are some methods for comparing 2 separate quantile regression curves?

I am currently working with a dataset using the QuantregGrowth package in RStudio to determine the 2.5th/97.5th percentile curves of a biomarker across the age spectrum. I have a pretty good handle on ...
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### OLS is BLUE (or BUE) to minimize MSE. Is quantile regression is BLUE to minimize MAE?

The Gauss-Markov theorem considers "best" as "lowest mean square error (MSE)" and a recent version of the theorem shows OLS is not only BLUE but also BUE: https://www.ssc.wisc.edu/~...
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### Why is there no panel quantile regression with two-way fixed effects yet?

I have been learning the quantile regression model recently, and my understanding is (possibly wrong) that quantile regression is essentially extracting the subsamples corresponding to a certain ...
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