Physical Sciences and Mathematics Commons^™

Comparison Of The Performance Of Simple Linear Regression And Quantile Regression With Non-Normal Data: A Simulation Study, Marjorie Howard

Theses and Dissertations

Linear regression is a widely used method for analysis that is well understood across a wide variety of disciplines. In order to use linear regression, a number of assumptions must be met. These assumptions, specifically normality and homoscedasticity of the error distribution can at best be met only approximately with real data. Quantile regression requires fewer assumptions, which offers a potential advantage over linear regression. In this simulation study, we compare the performance of linear (least squares) regression to quantile regression when these assumptions are violated, in order to investigate under what conditions quantile regression becomes the more advantageous method …