Three Things You Should Know about Quantile Regression
HTML-код
- Опубликовано: 30 июл 2024
- Bob Rodriguez discusses three things you should know about quantile regression
SUBSCRIBE TO THE SAS SOFTWARE RUclips CHANNEL
ruclips.net/user/SASSoftware?s...
ABOUT SAS
SAS is a trusted analytics powerhouse for organizations seeking immediate value from their data. A deep bench of analytics solutions and broad industry knowledge keep our customers coming back and feeling confident. With SAS®, you can discover insights from your data and make sense of it all. Identify what’s working and fix what isn’t. Make more intelligent decisions. And drive relevant change. #SASSoftware
CONNECT WITH SAS
SAS ► www.sas.com
SAS Customer Support ► support.sas.com
SAS Communities ► communities.sas.com
SAS Analytics Explorers ► explorers.sas.com
Facebook ► / sassoftware
Twitter ► / sassoftware
LinkedIn ► / sas
Blogs ► blogs.sas.com
RSS ► www.sas.com/rss 
Наука
thank you
Thank you for this introduction
Thank you. I hope someday I can afford sas.
This is the best introduction of quantile regression versus the length of the video.
Thank you for the feedback! We do have individual learning options available with SAS OnDemand for Academics 2.sas.com/6055yK9TH
@Bob Rodriguez, thank you for running us through
questions I have here, which I contemplate at times - 1)can coefficients drawn from OLS or Qunatile reg be interpreted in same way? 2) Multi-collinearity has to be taken care through VIF while using quantilereg?
We're looking into this for you!
Vijay, this would be an excellent question for either the SAS software communities page on statistical procedures (communities.sas.com/t5/SAS-Statistical-Procedures/bd-p/statistical_procedures ) or for SAS technical support at support.sas.com/en/technical-support/contact-sas.html .
Very nice video, I would of liked it better if you discussed interpreting the coefficient estimates as that is a bit tricky for quantile regression.
Thanks for sharing! We've provided feedback to the author.
Hello, in OLS, we also have heteroscedasticity one of the assumptions to fit in and to correct this problem, we use many techniques like transformation, weightage least-square, etc. in that given case, how quantile regression is different form OLS with corrected heteroscedasticity
Ajit, we are working on an answer for you!
The best solution to your earlier question is to send your question to Tech Support with a test program and some test data to illustrate your question. Or, you could post in the Statistical Procedures forum, here: 2.sas.com/6051GqwYS. Hope that helps!
Please talke about vector quartile regression
Tyseer, thank you for your feedback! Here are some resources on this topic that might help 2.sas.com/6055yn7nU and 2.sas.com/6056yn7nq
How can asses the obesity causing factors (food intake, physical activity) by using quantile regression
We're looking into this for you, Koya! Stay tuned...
The author of this video uses PROC QUANTREG for quantile regression. For a longer paper on quantile regression by the same author, please refer to this paper: 2.sas.com/60591VPdS .
We also have a class on Robust Regression that might be useful to you: 2.sas.com/60511VPdt -- the class covers PROC ROBUSTREG and PROC QUANTREG.
Could please tell me how to implement quantile regression in Matlab?
Shubhajit, thank you for your inquiry! You have reached our SAS Software RUclips channel! We do post some tutorials and other information related to SAS Software and would recommend on other products not affiliated with our company, that you refer to their product/company pages.
Good content, but I would expect better audio quality from a company as big as SAS.
Hi there! We're glad you enjoyed the content! We'll share your feedback with the team.
We've shared this with the team, the audio appears to be functioning. Are you still having trouble?
@@SASSoftware, functional doesn't necessarily mean good. Listen to it.
Please tell us more about the audio quality issues you are referring to. We can share this with our video team: sas_cares@sas.com. Thank you!
@@SASSoftware, you can hear the speaker's breathing and other mouth noises. That can all be edited out.
Can you show us how to calculate co VaR using quantile regression
Feryal, thank you for your inquiry! We are checking on this for you!
Unfortunately, we can't post code, or formulas or answer Technical Support questions in this RUclips feedback area. This type of question is best handled by researching in the PROC QUANTREG documentation, working with SAS Tech Support, or, for questions about your own code and data, you can also post your question and a sample of your data in the Community Forums. To open a track with Tech Support, fill out the form at this link: 2.sas.com/6050yFSDp . To post a programming question in the SAS Forums, visit this Forum and post here in the Statistical Procedures forum: 2.sas.com/6051yFSDV. Here's the PROC QUANTREG documentation site: 2.sas.com/6052yFSDn .
How did you estimate the Standard Error?
Hi Ahmad! We're looking into this for you, and will get back to you shortly!
We checked on this, and the standard error is the square root of the sparsity-function estimates of the covariance function matrix.
2.sas.com/605016BIG