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Gebregziabher M, Lynch CP, Mueller M, Gilbert GE, Echols C, Zhao Y, Egede LE. Using quantile regression to investigate racial disparities in medication non-adherence. BMC medical research methodology. 2011 Jun 6; 11:88.
Quantile regression is recommended for analysis of data that are heterogeneous such that the tails and the central location of the conditional distributions vary differently with the covariates. QReg provides a comprehensive view of the relationships between independent and dependent variables (i.e. not just centrally but also in the tails of the conditional distribution of the dependent variable). Indeed, without performing QReg at different quantiles, an investigator would have no way of assessing whether a difference in these relationships might exist.