estimating a quantile regression model??

01 January 1970 1 5K Report

What tests should be performed before estimating a quantile regression model?

As far as my understanding on this, it involves in determining the relationship between independent variables (this is what we called a predictors) and a dependent variable (response) for particular quantiles of the dependent variable's distribution. In some cases, we will rather than concentrating only on the mean as in ordinary least squares regression.

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