Model-Robust Designs for Quantile Regression
Methodology
2014-12-01 v2
Abstract
We give methods for the construction of designs for linear models, when the purpose of the investigation is the estimation of the conditional quantile function and the estimation method is quantile regression. The designs are robust against misspecified response functions, and against unanticipated heteroscedasticity. The methods are illustrated by example, and in a case study in which they are applied to growth charts.
Cite
@article{arxiv.1403.1638,
title = {Model-Robust Designs for Quantile Regression},
author = {Linglong Kong and Douglas P. Wiens},
journal= {arXiv preprint arXiv:1403.1638},
year = {2014}
}