Re: OT Quantile Regression Why not ranks or percentiles?
Posted by
Andy W on
Oct 16, 2013; 8:09pm
URL: http://spssx-discussion.165.s1.nabble.com/OT-Quantile-Regression-Why-not-ranks-or-percentiles-tp5722584p5722590.html
The X axis is labeled as "tau" in text and it represents quantiles. The Tau symbol is often used to represent quantiles, but it seems an oversight to use it as a textual label.
The points in the graph are coefficient estimates of the same model at various different quantiles, from the picture I would guess every at every .02 quantile from between .1 to .9 (the paper doesn't say exactly). The different plots each represent a different coefficient.