3

Suppose i have several studies (e.g 5) and i use conditional quantile regression (e.g using the package quantreg in R) to obtain conditional quantile estimates at several percentiles (e.g 0.1, 0.2, 0.3, ... 0.9) using the same model ($y=B_1x_1 + B_2x_2 + e$) in each study. Can i combine estimates at each percentile (separately) from the different studies using meta analysis, assigning random effect to the study from which the estimate was obtained?

I've read that conditional quantile regression cannot be generalized to the population, however doesn't random effects meta-analysis assess variance attributed to differences in sampling populations by definition?

mdewey
  • 16,541
  • 22
  • 30
  • 57
JustGettinStarted
  • 230
  • 2
  • 10
  • 3
    This paper by Rob Hyndman suggests an approach along the lines of what you seem to be asking for, *Forecasting Uncertainty in Electricity Smart Meter Data by Boosting Additive Quantile Regression*. Available here ... http://robjhyndman.com/papers/smart-meter-quantiles.pdf – Mike Hunter Dec 07 '16 at 01:02
  • 1
    It is an interesting paper and i thank you for sharing it. However, it does not seem to answer the question of whether conventional meta-analysis can be used to combine conditional quantile regression estimates in the same way as OLS estimates can be combined – JustGettinStarted Dec 07 '16 at 01:58
  • 2
    Is it possible you're being a tad rigid in your definition of meta-analysis? – Mike Hunter Dec 07 '16 at 02:05
  • 1
    Its more than possible, ill take a closer look, and apologize for my ignorance – JustGettinStarted Dec 07 '16 at 02:08
  • 2
    No worries...we're all here to learn. – Mike Hunter Dec 07 '16 at 02:41
  • I am not an expert in quantile regression but if the estimates have a variance-covariance matrix available then I would have thought multivariate meta-analysis might be what you are looking for. – mdewey Dec 07 '16 at 14:08
  • thats an interesting idea, they do come with variance covariance matrix. I'm just not entirely confident that conditional quantile regression estimates from different studies can be combined at all.... – JustGettinStarted Dec 07 '16 at 15:44

0 Answers0