Any chance anyone has already written a script to do quantile regression in JMP using JSL? Better yet, does anyone know whether quantile regression will included in future releases of JMP? Quantile regression is becoming pretty standard in statistical analysis and it is surprising that it hasn't been already implemented.
many thanks, Yves
If you have SAS installed on your machine with JMP, then you should be able to use the Quantile Regression add-in found in File > SAS > SAS Add-Ins. This will work through JMP 10. I'm not sure if you have access to SAS or what version of JMP you are using.
In the Pro version of JMP 12, quantile regression will be included as an option in the Generalized Regression platform.
Many thanks for this info Michael. I knew of the SAS add-in but unfortunately I don't have SAS on my computer and my university doesn't want to allow remote connection to the SAS server. Do you know whether the quantile regression platform in JMP 12 will allow it to run as a multiple regression, i.e. with many X variables?
Thanks again, Yves
Yes, the quantile regression routine that is in JMP Pro 12 will run multiple quantile regression. Note that it will be a Pro-only feature, though.
I am using JMP 13.1.0 and the SAS Addin menu item is missing under Files/SAS. Is there another way of activating the add in or is quantile regression only available on Pro now?
The Addins menu does not appear until you install your first add-in. Simply open the add-in file and JMP will ask you to confirm that you want to install/register it. That is all it takes.
I believe that (since version 12), JMP has been able to do quantile regression, so you may not need to use SAS. I've attached an old table with some saved scripts, but please be aware I didn't review it in detail. Perhaps it's useful though.