A Tutorial on Mixtures of Quantile Regressions4 months ago
1. The problem: one line, two stories | 2. Why quantiles, and why a mixture | 3. An illustrative dataset | 4. Fitting your first model | 5. Visualizing the estimates | 5.1 The two regimes | 5.2 A coefficient comparison | 6. Who is in which group? | 7. Diagnostics: can you trust it? | 7.1 The component error densities | 7.2 Two engines agree | 7.3 A caveat worth knowing | 8. Inference done right | 9. Beyond the median: the whole distribution | 10. How many groups? | 11. Reporting and reproducibility | Citation | References