![Quantile regression: Better than connecting the sample quantiles of binned data](https://blogs.sas.com/content/iml/files/2012/11/quantregbin.png)
I often see variations of the following question posted on statistical discussion forums: I want to bin the X variable into a small number of values. For each bin, I want to draw the quartiles of the Y variable for that bin. Then I want to connect the corresponding quartile