Quantile Regression Selection

The Quantile Regression Selection process is one of a series of predictive modeling processes provided by JMP Clinical and JMP Genomics to help you make the best predictions for your system based on the data that you have collected and analyzed. Quantile Regression Selection performs effect selection in the framework of quantile regression models. A variety of model selection methods are available, including forward, backward, stepwise, lasso, and least-angle regression. The process offers extensive capabilities for customizing the selection with a wide variety of selection and stopping criteria, from traditional and computationally efficient significance-level-based criteria to more computationally intensive validation-based criteria. The procedure also provides graphical summaries of the selection search.

As always, it is not easy to tell beforehand which predictive model best fits your data. You should, therefore, plan to run your data through several, if not all, of the predictive models to find out which model works best. The Cross Validation Model Comparison process is especially useful for this task. See Cross Validation Model Comparison for more details.

What do I need?

One wide Input Data Set is needed to run this process. This data set contains all of the numeric and other data to be analyzed. Data must be in the wide format. Genetic marker data is likely in this form already, but any clinical data that are in tall form must be converted to the wide format. The Transpose Rectangular process can be used to convert the tall data set and its accompanying Experimental Design Data Set (EDDS) to wide form.

The adsl_dii.sas7bdat data set, used in the following example, consists of 906 rows of individuals with 382 columns corresponding to data on these individuals. It was generated from the original nicardipine ADSL data set described in Nicardipine and is included with JMP Clinical . This data set is partially shown below .

For detailed information about the files and data sets used or created by JMP Life Sciences software, see Files and Data Sets .

Output/Results

The output generated by this process is summarized in a Tabbed report. Refer to the Quantile Regression Selection output documentation for detailed descriptions and guides to interpreting your results.