Leonardo Grilli — Comparing flexible modelling approaches: the varying-thresholds model versus quantile regression

by Dr Leonardo Grilli (University of Florence)

Thursday Apr 10, 2025, 1:00 PM → 2:00 PM Europe/Paris

Amphi Louis (ISPED)

Speaker: Leonardo Grilli from the University of Florence
Title: Comparing flexible modelling approaches: the varying-thresholds model versus quantile regression 

This seminar will be in English

Abstract: The varying-thresholds model (VTM) is a novel methodology proposed by Gerhard Tutz capable of estimating the whole conditional distribution of a response variable in a regression setting. In this study, conditional quantiles and prediction intervals estimated through VTM are compared with those of quantile regression. The comparison is based on a set of data-generating models to assess the performance of the two methodologies regarding the coverage and width of prediction intervals. A discrete version of the continuous ranked probability score is proposed as a tool to choose the best link function for the binary models used in the fitting of VTM. In summary, the varying-thresholds model is a flexible methodology that can be broadly applied with light assumptions; it is advantageous over quantile regression when the conditional quantile function is misspecified.

 

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Biostatistics seminar series from the Department of Public Health from the University of Bordeaux and the Bordeaux Population Health UMR 1219 research center