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Re: st: Quantile regression

From   "JVerkuilen (Gmail)" <>
Subject   Re: st: Quantile regression
Date   Sat, 22 Sep 2012 10:40:26 -0400

On Sat, Sep 22, 2012 at 10:33 AM, Nick Cox <> wrote:
> The choice need not seem so stark. With a link function approach, as
> with -poisson- or -glm, link(log)-, you can fit on a log scale and
> report on the original scale. I would guess that this would make most
> sense to clinicians and patients alike in this example.

Ah I certainly didn't mean to make it look that way. Yes a gamma GLM
with log link is also a very good choice. What I like about quantile
regression is that as long as it's assumptions are reasonably met,
it's relatively immune to choices of the exact distribution. But it
can be tricky to interpret.

JVVerkuilen, PhD

"Out beyond ideas of wrong-doing and right-doing there is a field.
I'll meet you there. When the soul lies down in that grass the world
is too full to talk about." ---Rumi
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