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Quantile regression

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Regression analysis
Models
Estimation
Background

Quantile regression is a type of regression analysis used in statistics and econometrics. Whereas the method of least squares estimates the conditional mean of the response variable across values of the predictor variables, quantile regression estimates the conditional median (or other quantiles) of the response variable. [There is also a method for predicting the conditional geometric mean of the response variable, [1].] Quantile regression is an extension of linear regression used when the conditions of linear regression are not met.

Example for quantile regression
  1. ^ Tofallis (2015). "A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation", Journal of the Operational Research Society, 66(8):1352-1362. [1]

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