Re: OT Quantile Regression Why not ranks or percentiles?

Posted by Peter Spangler on Oct 16, 2013; 7:48pm
URL: http://spssx-discussion.165.s1.nabble.com/OT-Quantile-Regression-Why-not-ranks-or-percentiles-tp5722584p5722588.html

Quantile regression in SPSS using the R module plots the coefficient for each quantile with a confidence interval, including an output table for each coefficient chosen for the model.

On Wed, Oct 16, 2013 at 12:43 PM, Andy W <[hidden email]> wrote:

Actually I remember seeing plenty of examples of the opposite, people
estimate the coefficients at various quantiles and plot them in a line (plus
area for confidence intervals) for the coefficient at various quantiles
between .1 and .9.

See

Britt, Chester L. "Modeling the distribution of sentence length decisions
under a guidelines system: An application of quantile regression models."
Journal of Quantitative Criminology 25.4 (2009): 341-370.
http://dx.doi.org/10.1007/s10940-009-9066-x

Here is a picture taken from Page 360 of the forementioned article

<http://spssx-discussion.1045642.n5.nabble.com/file/n5722587/QuantReg_Britt.png>

For other online examples see

SAS's procedure -
http://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_qreg_sect033.htm

And some examples from Stata
 - http://personal.stthomas.edu/mehartmann/sentencing_disparity_v14.pdf
 -
http://www.decisionsonevidence.com/2011/10/wonkish-statistical-tool-choices-make-a-difference/

A cynic might say most articles only report the coefficients for the "most
interesting" quantiles!



-----
Andy W
[hidden email]
http://andrewpwheeler.wordpress.com/
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