Worm plot to diagnose fit in quantile regression

DOI10.1177/1471082X0700700406MaRDI QIDQ4970898zbMATH OpenOpenAlexWikidataFDO

Authors Stef van Buuren

Publication date 7 October 2020

Published in Statistical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/1471082x0700700406

zbMATH Keywords

centilesgrowth diagramsLMS modelP-P plotQ-Q plotsmoothing

Mathematics Subject Classification ID

Graphical methods in statistics (62A09) Nonparametric regression and quantile regression (62G08)

Recommendations

• Quantile plots in the analysis of heteroscedastic models
• On quantile quantile plots for generalized linear models
• Quality of fit measures in the framework of quantile regression
• Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
• Lack-of-fit tests for quantile regression models
• Goodness of Fit and Related Inference Processes for Quantile Regression

Cites work

• Generalized Additive Models for Location, Scale and Shape
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Quantile regression.
• Regression Quantiles
• Semiparametric Estimation of Regression Quantiles with Application to Standardizing Weight for Height and Age in US Children

Cited in

(1)

• A continuous threshold expectile model

Describes a project that uses

Uses Software

• GAMLSS
• Worm plot

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