In quantile regression, is it possible to set quantiles based on some other variable than the dependent variable?

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vrenop
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Joined: Tue Jul 20, 2021 11:38 pm

In quantile regression, is it possible to set quantiles based on some other variable than the dependent variable?

Postby vrenop » Thu Jul 22, 2021 12:03 am

For example, I regress dlog(sales) on c dlog(gdp).

But, I want to set quantiles based on asset (not dlog(sale)).

Is this regression possible?

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