# 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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### Quantile regression - power analysis

I need to put together a (likely simulation-based) power analysis of a quantile regression. The analysis should include changing effect size (increasing slope). In ...
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### Is there such a thing as an adjusted $R^2$ for a quantile regression model?

Having included an quantile regression model in a paper, the reviewers want me to include adjusted $R^2$ in the paper. I have calculated the pseudo-$R^2$s (from Koenker and Machado's 1999 JASA paper) ...
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### How to calculate the power of my quantile regression model?

I have a quantile regression model that I fit with the rq() function in the quantreg package ...
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### When the dependent variable is Median Time of a specific event, have we to use Quantile Regression or OLS Regression works well?

I am asked to make a regression model and the dependent variable is Median Time of a specific event. I think I can consider the Median Time of that event as a random variable and therefore the ...
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### Why use quantile regression instead of splitting the data in quantiles and calculating multiple linear regressions?

Why use quantile regression instead of splitting the data in quantiles and calculating multiple linear regressions? What are the advantages and disadvantages of these methods? As far as I understand ...
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### Quantile regression versus OLS with dummies

I want to regress a variable Y on another variable X (with appropriate control variables and fixed effects) in a panel data setting. Two approaches come to mind: Use quantile regression; Use OLS ...
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### Quantile instrumental variable models (Chernozhukov and Hansen)

I am trying to implement a quantile IV model, and I must confess that I'm not fully familiar (read: comfortable) with the theory, although I have read the Chernozhukov and Hansen paper. However, the ...
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### Can quantile regression be used to pool multiply imputed count data?

I am using the mice package in R to impute missing data in small study. The study investigates the effect of a behavioral intervention on the frequency of a particular behavior, i.e., count data that ...