Quantile Regression in Python

You see that our intercept is 6.0398 and our slope or the coefficient for our x is 0.0934. These are the parameters for the 0.5th quantile of our y. Similarly we can do the models for other quantiles. In side the for loop we build models for each quantile in our list quantiles. As we build these models we us also store the model parameters in a list called params.