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quantile regression interaction

By Federica Piras | Jun 23, 2017 03:36PM CEST

How can I calculate a potential interaction between regressors in a quantile regression? I have two samples with opposite correlation between two variables (i.e.: higher number of words produced for increasing concentrations of cerebellar GABA in one sample and lower number for increasing concentrations in the other). If I perform a quantile regression I know that the two variables (GABA and group) explain 90% of variance at the lowest (0.05) and highest quantiles (from 0.85) but I do not know how they interact.

Best Answer
By Sébastien | Jun 23, 2017 05:39PM CEST | XLSTAT Agent

Hi,

To include an interaction term in your quantile regression model, just activate the interactions option in the options tab. The model equation is available only if you select your own quantiles in the General tab.

Jean Paul


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By Sébastien | Jun 23, 2017 05:39PM CEST | XLSTAT Agent

Hi,

To include an interaction term in your quantile regression model, just activate the interactions option in the options tab. The model equation is available only if you select your own quantiles in the General tab.

Jean Paul

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