Modeling Environmental Pollution Using Varying-Coefficients Quantile Regression Models Under Log-Symmetric Distributions

Many phenomena can be described by random variables that follow asymmetrical distributions. In the context of regression, when the response variable Y follows such a distribution, it is preferable to estimate the response variable for predictor values using the conditional median. Quantile regression models can be employed for this purpose. However, traditional models do not incorporate a distributional assumption for the response variable. To introduce a distributional assumption while preserving model flexibility, we propose new varying-coefficients quantile regression models based on the family of log-symmetric distributions. We achieve this by reparametrizing the distribution of the response variable using quantiles. Parameter estimation is performed using a maximum likelihood penalized method, and a back-fitting algorithm is developed. Additionally, we propose diagnostic techniques to identify potentially influential local observations and leverage points. Finally, we apply and illustrate the methodology using real pollution data from Padre Las Casas city, one of the most polluted cities in Latin America and the Caribbean according to the World Air Quality Index Ranking.