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Questions tagged [quantile-regression]

107 questions
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Building a Cumulative distribution function after Quantile Estimation

I have this data frame with two columns (Y and X). With quantreg package i can estimate the quantiles of Y conditional on X. I am unable to build CUMULATIVE density function of Y conditional on X. Can anybody help me? Estimating the…
Laorie
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Quantile regression and sample size for a given tau

I am performing the quantile regression in R on a non linear model. I am getting the coefficients for the desired quantiles (tau = 0.05, 0.50, 0.95). All very nice, but running the code without reasoning is not good enough. As we determine quantiles…
M B
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Find Pseudo R-squared for quantile regression models

I have tried to implement quantile regression for the Boston dataset. library(MASS) data(Boston) attach(Boston) qr_res_0.9 <- rq(medv ~ lstat + rm + crim + dis, tau = 0.9, data = Boston) Now, results of…
vp_050
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i need to install rqpd R package for quantile regression

i am doing a Quantile regression project. i have the R codes. i needed to install rqpd package for that. I find this code for installing the package : install.packages("rqpd", repos="http://R-Forge.R-project.org") it installed but after that when I…
Samira
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Quantile Forest error "predict() got an unexpected keyword argument 'quantiles'"

I continue to run into errors when run any form of quantile forest models with the prediction and quantile phases. I am following this example but with my own X and y. I have trained many a random forest and other derivations of tree models with…
Tina B
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Prediction for quantile regression using grf package in R

I am training a quantile forest regression using the grf package in R https://grf-labs.github.io/grf/REFERENCE.html#prediction My dataset has 12 million records and i am using a 192gb 48 core cluster. The model trains pretty fast ( 3 mins for 50…
user3342643
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How to plot confidence interval for yintercept in ggplot

I have two datasets. One with quantile estimates for multiple quantiles and the other with ols estimate. d1 <- structure( list( tau = c(0.05, 0.1, 0.15, 0.2, 0.25, 0.3, 0.35, 0.4, 0.45, 0.5, 0.55, 0.6, 0.65, 0.7, 0.75, 0.8, 0.85, 0.9, 0.95), …
chris jude
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Testing that conditional means of the data and the quantiles follow a linear trend - Quantile Regression

I'm reading this blog about Quantile Regression. It's stated: One notable weakness of the quantile prediction intervals is that the model is quantifying its own uncertainty. This means that we are reliant on the model being able to correctly fit…
OLGJ
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Quantile regression for panel data in R (rqpd) -- I don't trust the results

Using the R-package rqpd, I'm getting results I don't trust. For a quantile value of 0.5, the results should be close to the results from plm. But that's not what I see: set.seed(10) m <- 3 n <- 10 s <- as.factor(rep(1:n,rep(m,n))) x <-…
dbartram
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How to create multiple spanner headers in gtsummary

Iv created two merged tables of quantiile regression as explained here https://yuzar-blog.netlify.app/posts/2022-12-01-quantileregression/ tbl_merge( tbls = list( tbl_regression(l) %>% bold_p(), tbl_regression(q10, se = "nid") %>%…
Hadar Klein
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Adding a column of p-values from Anova test of the slopes to a merged gtsummary table

I used this guide to create a merged table of rq fits https://yuzar-blog.netlify.app/posts/2022-12-01-quantileregression/ tbl_merge( tbls = list( tbl_regression(q10, se = "nid") %>% bold_p(), tbl_regression(q50, se = "nid") %>%…
Hadar Klein
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Weight and two way fixed effects in xtqreg

I am using xtqreg command in Stata to implement a quantile regression. I have two questions: (1) How can I add weight for each observation in the regression? aweight does not work in xtqreg. (2) How can I have two fixed effects? I want to have both…
Reza
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Use `conquer` package for quantile regression without intercept

I am trying to build a quantile regression model and I found the conquer package, which provides very good and fast results. However, I am interested in building the model without the intercept, and so far I have been unable to see how to do this.…
Álvaro Méndez Civieta
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The constant term of quantile regression is so weird when quantile < 0.5

I tried to build a quantile regression myself and compare the result with the sklearn: https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.QuantileRegressor.html#sklearn.linear_model.QuantileRegressor This is the code of the…
big_djas
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Equivalence of cv.glmnet for quantile regression R

Does any one know how to do K fold cross validation (with lasso penalty) for quantile regression including the weight of variables ? I found rqPen but it doesn't take account weight of variables. Linear regression : cv.glmnet(X,Y lambda=...,…
Wael JRADI
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