We introduce the Segmented Quantile Regression Process framework to model the entire quantile region of the conditional response distributions as a segmented relationship with respect to the continuous covariate. Each model parameter, including the breakpoint, is assumed to vary smoothly across the tau. The framework is illustrated on the well-known dataset about maximal running speed and weight in mammals.
Vito Muggeo, Gianluca Sottile (2024). Segmented quantile regression process with tau-varying breakpoints. In Proceedings of the 38th International Workshop on Statistical Modelling (pp. 214-218).
Segmented quantile regression process with tau-varying breakpoints
Vito Muggeo
;Gianluca Sottile
2024-01-01
Abstract
We introduce the Segmented Quantile Regression Process framework to model the entire quantile region of the conditional response distributions as a segmented relationship with respect to the continuous covariate. Each model parameter, including the breakpoint, is assumed to vary smoothly across the tau. The framework is illustrated on the well-known dataset about maximal running speed and weight in mammals.
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