Python中同时处理多个分位数的分位数回归

import statsmodels.api as sm
import numpy as np
import pandas as pd

data = pd.read_csv('data.csv')  # 读取数据集
X = data[['X1', 'X2', 'X3']]  # 自变量
y = data['y']  # 因变量

quantiles = [0.25, 0.5, 0.75]  # 分位数
models = []  # 保存回归模型
results = []  # 保存回归结果

for q in quantiles:
    model = sm.QuantReg(y, X).fit(q=q)  # 构建并拟合分位数回归模型
    models.append(model)
    results.append(model.summary())

for i, q in enumerate(quantiles):
    print(f"Quantile: {q}")
    print(results[i])
    print("--------------------")