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Quantile regression is widely seen as an ideal tool to understand complex predictor-response relations. Its biggest promise rests in its ability to quantify whether and how predictor effects vary across response quantile levels. But this promise has not been fully met due to a lack of statistical estimation methods that perform a rigorous, joint analysis of all quantile levels. This gap has been recently bridged by Yang and Tokdar [18] . Here we demonstrate how their joint quantile regression method, as encoded in the R package qrjoint , offers a comprehensive and model-based regression analysis framework. This chapter is an R vignette where we illustrate how to fit models, interpret coefficients, improve and compare models and obtain predictions under this framework. Our case study is an application to ecology where we analyse how the abundance of red maple trees depends on topographical and geographical features of the location. A complete absence of the species contributes excess zeros in the response data. We treat such excess zeros as left censoring in the spirit of a Tobit regression analysis. By utilising the generative nature of the joint quantile regression model, we not only adjust for censoring but also treat it as an object of independent scientific interest. |
