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.
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.