Performance of quantile regression methods with discrete outcomes: A simulation study with applications to environmental epidemiology

In our simulations with discrete outcomes, dithered frequentist quantile regression (particularly with xy-bootstrapped confidence intervals) had the best overall performance. The Bayesian method with adjusted intervals is an acceptable strategy, although it was biased under certain scenarios and generated credible intervals with more variable widths.

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Journal
Environmental Epidemiology
Published
2025-10-28
DOI
https://doi.org/10.1097/ee9.0000000000000432
Primary Topic
Statistical Methods and Inference
Type
article
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article

Performance of quantile regression methods with discrete outcomes: A simulation study with applications to environmental epidemiology

Joshua D. Alampi, Lawrence C. McCandless, Bruce P. Lanphear
Environmental Epidemiology
Statistical Methods and Inference
article

Performance of quantile regression methods with discrete outcomes: A simulation study with applications to environmental epidemiology

Joshua D. Alampi, Lawrence C. McCandless, Bruce P. Lanphear
article en

Abstract

In our simulations with discrete outcomes, dithered frequentist quantile regression (particularly with xy-bootstrapped confidence intervals) had the best overall performance. The Bayesian method with adjusted intervals is an acceptable strategy, although it was biased under certain scenarios and generated credible intervals with more variable widths.

Environmental EpidemiologyVol. 9(6)
Simon Fraser University (CA)
Openalex Percentile: Top 71%
Statistical Methods and Inference
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