# The Sampling Distribution of a Sampling Quantile

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Conventional regression lets you take the values of independent variables and predict the mean value of a dependent variable. It thus provides a single equation. The relatively new method of "quantile regression" lets you take the values of independent variables and predict the quantile function of the independent variable. It thus provides a family of equations. It could be said that to determine the 0.35 quantile of the independent variable one uses the function , whereas to predict the 0.65 quantile of the independent variable one uses the function .

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Contributed by: Seth J. Chandler (August 2011)

Open content licensed under CC BY-NC-SA

## Snapshots

## Details

References

[1] L. Hao and D. Q. Naiman, *Quantile Regression*, Thousand Oaks, CA: Sage Publications, 2007.

[2] R. Koenker and G. Bassett, Jr., "Regression Quantiles,"* Econometrica*, 46(1), 1978 pp. 33–50.

## Permanent Citation

"The Sampling Distribution of a Sampling Quantile"

http://demonstrations.wolfram.com/TheSamplingDistributionOfASamplingQuantile/

Wolfram Demonstrations Project

Published: August 3 2011