Modeling sign concordance of quantile regression residuals with multiple outcomes

04/21/2021
by   Silvia Columbu, et al.
0

Quantile regression permits describing how quantiles of a scalar response variable depend on a set of predictors. Because a unique definition of multivariate quantiles is lacking, extending quantile regression to multivariate responses is somewhat complicated. In this paper, we describe a simple approach based on a two-step procedure: in the first step, quantile regression is applied to each response separately; in the second step, the joint distribution of the signs of the residuals is modeled through multinomial regression. The described approach does not require a multidimensional definition of quantiles, and can be used to capture important features of a multivariate response and assess the effects of covariates on the correlation structure. We apply the proposed method to analyze two different datasets.

READ FULL TEXT

Authors

page 1

page 2

page 3

page 4

09/05/2018

Semiparametric model averaging for high dimensional conditional quantile prediction

In this article, we propose a penalized high dimensional semiparametric ...
10/18/2019

Noncrossing structured additive multiple-output Bayesian quantile regression models

Quantile regression models are a powerful tool for studying different po...
11/17/2020

Canonical Regression Quantiles with application to CEO compensation and predicting company performance

In using multiple regression methods for prediction, one often considers...
10/20/2020

Multivariate prediction of mixed, multilevel, sequential outcomes arising from in vitro fertilisation

In vitro fertilization (IVF) comprises a sequence of interventions conce...
10/02/2021

Calibrated Multiple-Output Quantile Regression with Representation Learning

We develop a method to generate predictive regions that cover a multivar...
01/30/2022

Joint Quantile Disease Mapping with Application to Malaria and G6PD Deficiency

Statistical analysis based on quantile regression methods is more compre...
05/04/2021

Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models

Many panel data have the latent subgroup effect on individuals, and it i...
This week in AI

Get the week's most popular data science and artificial intelligence research sent straight to your inbox every Saturday.