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Quantile scores as dependent variables.. an R and general method question

5 messages · Rob James, ilai, Doran, Harold

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On Tue, Feb 28, 2012 at 3:54 PM, Rob James <aetiologic at gmail.com> wrote:
Really? because google found 227k hits for "R quantile regression" -
none of them lead anywhere ?
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Rob

The OP is looking for a way to deal with outcomes scores that are quantiles, not a method that models different quantiles of the conditional distribution where an outcome is a continuous variable. So, I don't think QR methods is what is needed.
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On Wed, Feb 29, 2012 at 1:23 PM, Doran, Harold <HDoran at air.org> wrote:
Huhh?
First, "deal with" is rather vague, does it mean summary? plot?
delete? as the OP is worried about independence, some modelling
exercise is more likely. Second, where do you think the OP quantiles
come from if not from the conditional distribution of some continuous
RV ? hint: not France.
So for "...leads to theory, texts or R code.." on the distributional
properties of quantiles/order statistics, do you have a better
suggestion for a starting point than QR methods?

Cheers
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Typically this list doesn't support general statistical questions and unfortunately I don't have a better recommendation. It may be more helpful for you to work with a statistician than seek help here. 

My point is simply that quantile regression is not for modeling outcomes that are quantiles. The fact that you have a dependent variables expressed as a percentile doesn't mean that quantile regression is the appropriate approach.