4.6 Article

Model-Robust Designs for Quantile Regression

Journal

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
Volume 110, Issue 509, Pages 233-245

Publisher

TAYLOR & FRANCIS INC
DOI: 10.1080/01621459.2014.969427

Keywords

Asymptotic mean squared error; B-splines; Compound design; Exchange algorithm; Genetic algorithm; Growth charts; Heteroscedasticity; Minimax bias; Minimax mean squared error; Nonlinear models; Regression quantiles; Uniformity

Funding

  1. Natural Sciences and Engineering Research Council of Canada

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We give methods for the construction of designs for regression 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.

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