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A new quantile regression model for bounded responses with applications

Author

Listed:
  • Patrícia Stülp

    (Universidade Federal de São Carlos - UFSCar
    Universidade de São Paulo - USP)

  • Jorge Luis Bazán

    (Universidade de São Paulo - USP)

  • Luis Hilmar Valdivieso Serrano

    (Pontificia Universidad Católica del Perú - PUCP)

Abstract

This work proposes a new quantile regression model with a bounded response distribution that generalizes the L-logistic distribution. Following a Bayesian approach, estimation model comparison criteria and residual analysis are performed as well as a simulation study for prior sensitivity and parameter recovery, considering a computationally intensive approach. An application of the new distribution to model poverty vulnerability in Brazil and a regression analysis with poverty data from Peru is included. Comparison with the Beta and L-Logistic distributions are also performed showing the great flexibility of the new model.

Suggested Citation

  • Patrícia Stülp & Jorge Luis Bazán & Luis Hilmar Valdivieso Serrano, 2025. "A new quantile regression model for bounded responses with applications," Computational Statistics, Springer, vol. 40(8), pages 4081-4113, November.
    • Handle: RePEc:spr:compst:v:40:y:2025:i:8:d:10.1007_s00180-024-01586-y
    DOI: 10.1007/s00180-024-01586-y
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