1

R and statistics beginner here, trying to do a quantile regression on a non-linear dataset.

I want to identify datapoints that have a higher y axis value that expected given their value on the x axis. I should highlight that the y-data are means of discrete values (0.1-1, in steps of 0.1) taken in dependence on the x-data. x values are number of SNPs in a gene. Each SNP has a discrete value and the y value is a mean of these SNP values for each gene.

After initially investigating funnel plots it seems that a quantile regression might be most appropriate for this dataset, though thoughts on this are welcome. I'd appreciate any guidance in fitting a quantile regression to identify that don't fall within 95 percent of the data.

Sample of data (I actually have ~20,000 datapoints):

GENE    mean  total
X1  0.1 3
X2  0.1466666667    30
X3  0.1375  8
X4  0.24    5
X5  0.2625  8
X6  0.2 1
X7  0.1466666667    15
X8  0.2 1
X9  0.1666666667    9
X10 0.1 1
X11 0.1928571429    14
X12 0.1 2
X13 0.1545454545    11
X14 0.1333333333    3
X15 0.1666666667    3
X16 0.2117647059    34
X17 0.1452380952    42
X18 0.16    5
X19 0.2 1
X20 0.25    2
X21 0.125   4
X22 0.2 13
X23 0.1714285714    7
X24 0.15    6
X25 0.2 3
X26 0.2894736842    19
X27 0.2352941176    17
X28 0.1333333333    6
X29 0.12    5
X30 0.2 3
X31 0.1 1
X32 0.1571428571    7
X33 0.2125  8
X34 0.18125 16
X35 0.26    10
X36 0.1368421053    19
X37 0.1333333333    6
X38 0.15    2
X39 0.14    5
X40 0.18    15
X41 0.14    5
X42 0.3 1
X43 0.1 2
X44 0.1 6
X45 0.1 4
X46 0.1 1
X47 0.1333333333    3
X48 0.1166666667    6
X49 0.225   4
X50 0.2 15
X51 0.125   12
X52 0.1 3
X53 0.1714285714    14
X54 0.175   4
X55 0.3404761905    42
X56 0.1 1
X57 0.25    2
X58 0.15    4
X59 0.1 1
X60 0.1666666667    3
X61 0.3 2
X62 0.225   4
X63 0.3076923077    13
X64 0.1 1
X65 0.1666666667    3
X66 0.1666666667    6
X67 0.1 3
X68 0.1 3
X69 0.1166666667    6
X70 0.125   8
X71 0.2 1
X72 0.2 2
X73 0.1333333333    42
X74 0.1 1
X75 0.2 8
X76 0.1444444444    9
X77 0.1666666667    15
X78 0.1 2
X79 0.176744186 43
X80 0.1275  40
X81 0.1666666667    3
X82 0.125   4
X83 0.2545454545    11
X84 0.1304347826    46
X85 0.21    10
X86 0.1571428571    7
X87 0.3 9
X88 0.275   16
X89 0.11    10
X90 0.1333333333    6
X91 0.2333333333    3
X92 0.2 2
X93 0.2866666667    15
X94 0.25    2
X95 0.1125  8
X96 0.4 11
X97 0.1 1
X98 0.2 2
X99 0.15    2
X100    0.1625  8
X101    0.24    5
X102    0.175   4
X103    0.15    4
X104    0.1333333333    3
X105    0.4 2
X106    0.2 3
X107    0.25    2
X108    0.32    5
X109    0.2333333333    3
X110    0.1714285714    7
X111    0.2 1
X112    0.225   4
X113    0.2 1
X114    0.1714285714    7
X115    0.15    2
X116    0.1166666667    6
X117    0.16875 16
X118    0.1555555556    9
X119    0.15    6
X120    0.12    5
X121    0.1 1
X122    0.1333333333    6
X123    0.2333333333    3
X124    0.1 1
X125    0.2333333333    3
X126    0.1333333333    3
X127    0.1 1
X128    0.1827586207    29
X129    0.25    8
X130    0.2 7
X131    0.25    6
X132    0.1 1
X133    0.125   4
X134    0.2 1
X135    0.1666666667    3
X136    0.1 3
X137    0.12    5
X138    0.1 1
X139    0.175   4
X140    0.1 1
X141    0.1666666667    3
X142    0.1666666667    3
X143    0.1 1
X144    0.1375  8
X145    0.1 9
X146    0.1 2
X147    0.125   4
X148    0.1333333333    3
X149    0.1769230769    13
X150    0.15    2
X151    0.1214285714    14
X152    0.1 1
X153    0.2555555556    18
X154    0.2 1
X155    0.1 1
X156    0.1 1
X157    0.1 1
X158    0.4 1
X159    0.14    5
X160    0.1 2
X161    0.1333333333    3
X162    0.375   8
X163    0.2263157895    19
X164    0.1636363636    11
X165    0.3 1
X166    0.1 3
X167    0.2 1
X168    0.3 1
X169    0.1428571429    7
X170    0.1 2
X171    0.1222222222    9
X172    0.1 8
X173    0.1 5
X174    0.1 8
X175    0.1666666667    3
X176    0.2 5
X177    0.1 4
X178    0.1166666667    6
X179    0.15    2
X180    0.3666666667    3
X181    0.25    4
X182    0.1 1
X183    0.1 2
X184    0.1 1
X185    0.1 1
X186    0.1 1
X187    0.184   25
X188    0.2333333333    3
X189    0.2333333333    3
X190    0.1 2
X191    0.32    5
X192    0.1 2
X193    0.12    5
X194    0.1 5
X195    0.2 1
X196    0.1 6
X197    0.1 2
X198    0.4 1
X199    0.2 2
X200    0.1 2
X201    0.2 1
X202    0.2333333333    6
X203    0.35    2
X204    0.1 1
X205    0.12    5
X206    0.14    5
X207    0.125   4
X208    0.3333333333    3
X209    0.1 2
X210    0.1 3
X211    0.1 1
X212    0.2 4
X213    0.15    8
X214    0.125   4
X215    0.1548387097    31
X216    0.2 7
X217    0.225   4
X218    0.125   4
X219    0.15    2
X220    0.4 1
X221    0.275   4
X222    0.325   4
X223    0.2 3
X224    0.175   4
X225    0.3 1
X226    0.1 1
X227    0.19    10
X228    0.25    4
X229    0.2666666667    9
X230    0.1 1
X231    0.2 1
X232    0.3 1
X233    0.2166666667    6
X234    0.26    5
X235    0.225   4
X236    0.1 1
X237    0.1857142857    7
X238    0.58    5
X239    0.25    10
X240    0.6066666667    15
X241    0.3 1
X242    0.5 2
X243    0.2333333333    3
X244    0.25    2
X245    0.1 4
X246    0.1 1
X247    0.1714285714    7
X248    0.16875 16
X249    0.2 1
X250    0.4 3
X251    0.1 1
X252    0.1666666667    6
X253    0.2 6
X254    0.3166666667    12
X255    0.1 1
X256    0.1 2
X257    0.4 1
X258    0.1333333333    3
X259    0.225   4
X260    0.2571428571    7
X261    0.4 5
X262    0.15    10
X263    0.1571428571    7
X264    0.2 11
X265    0.2285714286    7
X266    0.15    4
X267    0.3 1
X268    0.1384615385    13
X269    0.1 4
X270    0.1 1
X271    0.16    5
X272    0.1285714286    7
X273    0.1 1
X274    0.2222222222    9
X275    0.2083333333    12
X276    0.2153846154    13
X277    0.1888888889    9
X278    0.1 1
X279    0.1 2
X280    0.3 2
X281    0.17    10
X282    0.1 5
X283    0.2833333333    6
X284    0.1333333333    6
X285    0.1833333333    6
X286    0.1833333333    12
X287    0.1953488372    43
X288    0.2526315789    19
X289    0.1 1
X290    0.125   4
X291    0.26    5
X292    0.1 2
X293    0.2578947368    19
X294    0.2545454545    11
X295    0.1 1
X296    0.3666666667    3
X297    0.1714285714    7
X298    0.1833333333    6
X299    0.16    5
X300    0.2733333333    15
X301    0.275   4
X302    0.1 1
X303    0.2 7
X304    0.1583333333    12
X305    0.1666666667    3
X306    0.1 1
X307    0.1 6
X308    0.1642857143    14
X309    0.1 1
X310    0.1606060606    33
X311    0.1428571429    7
X312    0.1888888889    9
X313    0.2 2
X314    0.1388888889    18
X315    0.35    2
X316    0.3 2
X317    0.1 4
X318    0.15    16
X319    0.1166666667    12
X320    0.1888888889    9
X321    0.16    5
X322    0.2333333333    3
X323    0.1857142857    14
X324    0.31    20
X325    0.2 1
X326    0.1 1
X327    0.1952380952    21
X328    0.215625    32
X329    0.1 1
X330    0.1 1
X331    0.1307692308    13
X332    0.1 4
X333    0.1666666667    3
X334    0.2 14
X335    0.1583333333    12
X336    0.1961538462    26
X337    0.2222222222    9
X338    0.1 3
X339    0.1 2
X340    0.1285714286    14
X341    0.175   4
X342    0.125   4
X343    0.1 4
X344    0.1428571429    7
X345    0.1 4
X346    0.1 2
X347    0.15    2
X348    0.25    4
X349    0.22    5
X350    0.1 2
X351    0.1 3
X352    0.14    10
X353    0.1666666667    18
X354    0.1333333333    3
X355    0.2 3
X356    0.16    5
X357    0.3 1
X358    0.175   4
X359    0.5 1
X360    0.1111111111    9
X361    0.2333333333    6
X362    0.175   4
X363    0.227027027 37
X364    0.3857142857    7
X365    0.1 2
X366    0.2 3
X367    0.1916666667    12
X368    0.1428571429    14
X369    0.2666666667    3
X370    0.2 9
X371    0.25    2
X372    0.2 1
X373    0.1 2
X374    0.225   4
X375    0.1 1
X376    0.1 3
X377    0.3 2
X378    0.1 1
X379    0.1545454545    11
X380    0.1730769231    52
X381    0.1 3
X382    0.1333333333    3
X383    0.1814814815    27
X384    0.108   25
X385    0.2666666667    6
X386    0.1666666667    3
X387    0.25    8
X388    0.225   4
X389    0.24    25
X390    0.2666666667    6
X391    0.1 2
X392    0.15    4
X393    0.1666666667    6
X394    0.1 1
X395    0.2375  8
X396    0.125   4
X397    0.1 7
X398    0.1 7
X399    0.1 4
X400    0.1 2
X401    0.1625  8
X402    0.3 1
X403    0.3 2
X404    0.25    4
X405    0.2 1
X406    0.1285714286    7
X407    0.15    8
X408    0.5 1
X409    0.1 1
X410    0.1285714286    7
X411    0.1 1
X412    0.2166666667    30
X413    0.22    5
X414    0.2714285714    14
X415    0.1214285714    14
X416    0.2 8
X417    0.28    5
X418    0.24    35
X419    0.15    4
X420    0.1333333333    12
X421    0.125   4
X422    0.1 1
X423    0.1666666667    3
X424    0.2111111111    9
X425    0.3 4
X426    0.2 2
X427    0.2 3
X428    0.1 1
X429    0.1 1
X430    0.1617021277    47
X431    0.15    8
X432    0.1142857143    14
X433    0.15    4
X434    0.1384615385    13
X435    0.1 2
X436    0.1166666667    12
X437    0.1714285714    14
X438    0.2416666667    12
X439    0.1 1
X440    0.1428571429    7
X441    0.1 1
X442    0.1416666667    12
X443    0.3333333333    6
X444    0.2 1
X445    0.14    5
X446    0.2 3
X447    0.225   28
X448    0.1571428571    14
X449    0.1 1
X450    0.1583333333    12
X451    0.1518518519    27
X452    0.1363636364    11
X453    0.2 1
X454    0.1666666667    6
X455    0.1 1
X456    0.1333333333    3
X457    0.2368421053    19
X458    0.1222222222    9
X459    0.15    2
X460    0.2 1
X461    0.1625  24
X462    0.2 6
X463    0.1666666667    3
X464    0.1 3
X465    0.3 8
X466    0.1523809524    21
X467    0.1 3
X468    0.1 3
X469    0.15    4
X470    0.1 1
X471    0.1642857143    28
X472    0.1 5
X473    0.1 2
X474    0.12    15
X475    0.1 3
X476    0.1090909091    11
X477    0.1346153846    26
X478    0.125   4
X479    0.1444444444    9
X480    0.2 1
X481    0.1 1
X482    0.1 3
X483    0.2 3
X484    0.1375  8
X485    0.1 4
X486    0.12    5
X487    0.1739130435    23
X488    0.25    2
X489    0.1333333333    6
X490    0.3 1
X491    0.225   20
X492    0.175   4
X493    0.1 3
X494    0.1222222222    9
X495    0.1 1
X496    0.175   4
X497    0.2333333333    6
X498    0.1615384615    13
X499    0.15    8
X500    0.1666666667    6
X501    0.2 2
X502    0.1777777778    9
X503    0.15    4
X504    0.2666666667    3
X505    0.1 4
X506    0.1222222222    9
X507    0.15    2
X508    0.2 3
X509    0.1333333333    15
X510    0.14    5
X511    0.1 1
X512    0.4 1
X513    0.2125  8
X514    0.36    5
X515    0.34    5
X516    0.4 1
X517    0.1428571429    7
X518    0.3333333333    3
X519    0.1 3
X520    0.2277777778    18
X521    0.1916666667    12
X522    0.2 4
X523    0.1857142857    7
X524    0.1 2
X525    0.1 5
X526    0.2222222222    9
X527    0.1818181818    11
X528    0.2151515152    33
X529    0.1 3
X530    0.1214285714    14
X531    0.2 1
X532    0.1 2
X533    0.1 3
X534    0.1166666667    12
X535    0.1 2
X536    0.1 2
X537    0.1 1
X538    0.2379310345    29
X539    0.175   4
X540    0.1363636364    11
X541    0.1 1
X542    0.1479166667    48
X543    0.1928571429    28
X544    0.4 1
X545    0.1951219512    41
X546    0.1333333333    3
X547    0.15    4
X548    0.2833333333    6
X549    0.1547619048    42
X550    0.1555555556    9
X551    0.2363636364    11
X552    0.2142857143    7
X553    0.5 1
X554    0.15    4
X555    0.1709677419    31
X556    0.17    10
X557    0.1 2
X558    0.2866666667    15
X559    0.4 2
X560    0.15    2
X561    0.1424242424    66
X562    0.25    2
X563    0.1 3
X564    0.1285714286    7
X565    0.12    5
X566    0.25    4
X567    0.2263157895    19
X568    0.1 12
X569    0.1666666667    6
X570    0.5 1
X571    0.147826087 23
X572    0.1 1
X573    0.1818181818    11
X574    0.2 2
X575    0.15    2
X576    0.2 3
X577    0.16    15
X578    0.1621621622    37
X579    0.1333333333    3
X580    0.1333333333    12
X581    0.18    5
X582    0.1534482759    58
X583    0.1538461538    26
X584    0.1 9
X585    0.2142857143    7
X586    0.1 1
X587    0.1222222222    9
X588    0.1 1
X589    0.1 3
X590    0.1 6
X591    0.15    2
X592    0.1 2
X593    0.3 1
X594    0.1285714286    21
X595    0.2 2
X596    0.12    5
X597    0.1 1
X598    0.1 1
X599    0.1 2
X600    0.1153846154    13
X601    0.1 15
X602    0.1 1
X603    0.1 1
X604    0.1 4
X605    0.15    10
X606    0.15    4
X607    0.15    4
X608    0.2 1
X609    0.14    5
X610    0.2 1
X611    0.1 2
X612    0.1 3
X613    0.125   4
X614    0.172   25
X615    0.2 4
X616    0.1727272727    11
X617    0.2090909091    22
X618    0.1333333333    3
X619    0.1 7
X620    0.15    4
X621    0.1181818182    11
X622    0.1375  8
X623    0.1666666667    3
X624    0.1 3
X625    0.1090909091    11
X626    0.125   8
X627    0.1 2
X628    0.12    5
X629    0.1 8
X630    0.13    40
X631    0.1666666667    3
X632    0.34    5
X633    0.1714285714    7
X634    0.1636363636    11
X635    0.1 1
X636    0.1 1
X637    0.18125 16
X638    0.2 4
X639    0.2 8
X640    0.1 2
X641    0.1 1
X642    0.1166666667    6
X643    0.2 1
X644    0.6 1
X645    0.2666666667    9
X646    0.2666666667    3
X647    0.2 2
X648    0.1 2
X649    0.1 1
X650    0.1 2
X651    0.1 1
X652    0.125   4
X653    0.15    2
X654    0.1 1
X655    0.1 1
X656    0.35    4
X657    0.2666666667    3
X658    0.1 2
X659    0.1 1
X660    0.2 1
X661    0.1 2
X662    0.1 2
X663    0.1333333333    3
X664    0.1 2
X665    0.1 1
X666    0.225   4
X667    0.1666666667    6
X668    0.1 2
X669    0.1 3
X670    0.175   4
X671    0.1 3
X672    0.15    4
X673    0.1666666667    3
X674    0.1 3
X675    0.175   4
X676    0.25    8
X677    0.25    4
X678    0.2571428571    7
X679    0.1 1
X680    0.2571428571    7
X681    0.208   25
X682    0.325   12
X683    0.1 1
X684    0.25    2
X685    0.1 2
X686    0.3047619048    21
X687    0.24    5
X688    0.15    6
X689    0.1333333333    6
X690    0.3 1
X691    0.1 1
X692    0.15    2
X693    0.23    20
X694    0.2 2
X695    0.1666666667    6
X696    0.1342857143    35
X697    0.25    6
X698    0.2 8
X699    0.2 5
X700    0.5 1
X701    0.1333333333    6
X702    0.3 1
X703    0.15    2
X704    0.15    2
X705    0.1833333333    6
X706    0.15    6
X707    0.1493506494    77
X708    0.36    5
X709    0.3 2
X710    0.15    2
X711    0.38    5
X712    0.2666666667    3
X713    0.25    4
X714    0.225   4
X715    0.5 1
X716    0.1 2
X717    0.16    5
X718    0.3 2
X719    0.3538461538    13
X720    0.1 2
X721    0.175   4
X722    0.22    5
X723    0.175   4
X724    0.2333333333    6
X725    0.34    5
X726    0.2 7
X727    0.1 1
X728    0.3 3
X729    0.1 1
X730    0.1 3
X731    0.3 5
X732    0.35    6
X733    0.2875  8
X734    0.1 1
X735    0.1 2
X736    0.2 5
X737    0.1714285714    7
X738    0.375   4
X739    0.1 4
X740    0.3 1
X741    0.1 1
X742    0.1142857143    7
X743    0.1 1
X744    0.2285714286    7
X745    0.14    5
X746    0.15    6
X747    0.1 1
X748    0.125   4
X749    0.1666666667    6
X750    0.125   8
X751    0.1 1
X752    0.15    2
X753    0.2 1
X754    0.225   4
X755    0.3 1
X756    0.3 5
X757    0.175   4
X758    0.1 3
X759    0.1333333333    18
X760    0.1230769231    13
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X825    0.1222222222    9
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X828    0.1588235294    51
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X941    0.3 1
X942    0.1 1
X943    0.2857142857    7
X944    0.15    2
X945    0.1 1
X946    0.15625 16
X947    0.1666666667    3
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X951    0.1 1
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X954    0.3 1
X955    0.1 3
X956    0.1125  8
X957    0.18    5
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X959    0.2 1
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X961    0.1333333333    3
X962    0.2444444444    9
X963    0.25    10
X964    0.25    4
X965    0.2 1
X966    0.225   4
X967    0.1625  8
X968    0.1333333333    3
X969    0.1333333333    3
X970    0.1 1
X971    0.2 7
X972    0.3 10
X973    0.1 1
X974    0.3 2
X975    0.225   4
X976    0.1 1
X977    0.1 2
X978    0.4 1
X979    0.1333333333    3
X980    0.1333333333    9
X981    0.13125 16
X982    0.1 1
X983    0.2 1
X984    0.1782608696    23
X985    0.2225806452    31
X986    0.15    4
X987    0.1 3
X988    0.1 3
X989    0.15    4
X990    0.2285714286    14
X991    0.2384615385    26
X992    0.4 1
X993    0.4 2
X994    0.1 1
X995    0.1 1
X996    0.1666666667    3
X997    0.1 6
X998    0.13    20
X999    0.2666666667    3

Code I am using:

Asianpig <- NULL; Asianpig$x <- (Asianpig_data$total)
Asianpig$y <- (Asianpig_data$mean)
plot(Asianpig)

#increase maxiterations for nls
nlc <- nls.control(maxiter = 21811)

# fit first a nonlinear least-square regression
Dat.nls <- nls(y ~ SSlogis(x, Asym, mid, scal), data=Asianpig, control = nlc); Dat.nls
lines(1:8000, predict(Dat.nls, newdata=list(x=1:8000)), col=1)

# and finally "external envelopes" holding 95 percent of the data
Dat.nlrq <- nlrq(y ~ SSlogis(x, Asym, mid, scal), data=Asianpig, tau=0.025, trace=TRUE)
lines(1:8000, predict(Dat.nlrq, newdata=list(x=1:8000)), col=4)

Dat.nlrq <- nlrq(y ~ SSlogis(x, Asym, mid, scal), data=Asianpig, tau=0.975, trace=TRUE)
lines(1:8000, predict(Dat.nlrq, newdata=list(x=1:8000)), col=4)

How this looks:

enter image description here

I was expecting the quantile regression line to more dynamically follow the slope of the datapoints. I adapted the code from an example that was using SSlogis() for the input data:

# build artificial data with multiplicative error
Dat <- NULL; Dat$x <- rep(1:25, 20)
set.seed(1)
Dat$y <- SSlogis(Dat$x, 10, 12, 2)*rnorm(500, 1, 0.1)
plot(Dat)

I have a feeling I should not be using SSlogis() in my code, but instead should be modelling an exponential distribution. SSlogis is a selfStart model evaluates the logistic function and its gradient. It has an initial attribute that creates initial estimates of the parameters Asym, xmid, and scale.

But I am still trying to understand how to fit a quantile regression for this non-linear data.

Here is a hexbin plot that gives a feeling for how the data is clustered:enter image description here

  • I think you could usefully explain what SSlogis() does, especially but not only for non-R users. (Even R experts can't be familiar with every package and function.) It is really hard to disentangle (possible) dependence on $x$ from variations in density across the graph, but the quantile fits are not to my eye obviously wrong. – Nick Cox Oct 20 '15 at 12:13
  • Asking minor variations of questions is not a good way to go about things. Here you wanted outlier detection. Quantile regression is not good for that, because the extreme quantiles are difficult to estimate. You are better off fitting a model to the underlying data IMO, which takes domain knowledge of the underlying data generating process. Then identifying large deviations from the model is how you identify outliers. – Andy W Oct 20 '15 at 12:22
  • Hello Andy, thanks I appreciate the feedback. I thought because this is a totally different method I should post a new question, but perhaps I was wrong to do so. I am still interested in outlier detection but have been unable to find a suitable method to generate the underlying data. I was under the impression that quantile regression was an approach that could model the underlying distribution using the data. – user964689 Oct 20 '15 at 12:30
  • Thanks Nick, I will add information about SSlogis. Now that you mention it you are right it is not clear that the quantiles are wrong from the plot, but the majority of the data is clustered at x < 1000 and y < 0.3. I can include a way to visualise the density in a plot. – user964689 Oct 20 '15 at 12:32
  • Andy W i would be happy to discuss this in more detail in a chat if you are interested. You clearly have a much stronger knowledge of the statistics and I would appreciate hearing more. – user964689 Oct 20 '15 at 12:39
  • 1
    If you ask a new question about this data, you should explain what it is. In particular it is important to mention that your y-data can only assume specific discrete values (in dependence on your x-data). I do not believe that quantile regression will help you (or even is appropriate for this data). – Roland Oct 20 '15 at 14:00
  • @NickCox It's not logistic regression. It's non-linear quantile regression fitting the logistic function. SSlogis just automates finding initial values for the parameters. – Roland Oct 20 '15 at 14:02
  • @Roland I agree with your other point that quantile regression is not obviously appropriate here. – Nick Cox Oct 20 '15 at 14:10
  • OK thank you for the helpful comments. I would be happy to discuss what approach would be most suitable in a private chat, as extended discussions in the comments appear to be discouraged. – user964689 Oct 20 '15 at 14:15
  • Nothing stops others moving to chat, clearly, but I don't yet see how there is dependence here on $x$ that can be modelled, or what is meant by using an exponential distribution instead. As these fundamentals are unclear, I don't think I can add useful suggestions. – Nick Cox Oct 20 '15 at 14:32

0 Answers0