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.