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Beyond Isotonization: Scalable Non-Crossing Quantile Estimation via Neural Networks for Student Growth Percentiles

Main:9 Pages
Bibliography:2 Pages
5 Tables
Appendix:4 Pages
Abstract

Student Growth Percentiles (SGPs), widely adopted across U.S. state assessment systems, employ independent quantile regression followed by post-hoc correction using an isotonic projection method (\texttt{isotonize=TRUE} in the \texttt{SGP} R package) to address quantile crossing. We demonstrate this approach contains a fundamental methodological inconsistency: interpolation between independently-estimated, potentially crossed quantiles requires monotonicity, yet the post-hoc correction alters estimates in ways that may violate the quantile property P(YQ^τ(YX)X)=τP(Y \leq \hat{Q}_{\tau}(Y|X) \mid X) = \tau. We term this the \emph{interpolation paradox}. While theoretically sound constrained joint quantile regression (CJQR) eliminates crossing by enforcing non-crossing constraints during optimization, we analyze its computational complexity (often scaling poorly, e.g., O((qn)3)\mathcal{O}((qn)^3) for standard LP solvers) rendering it intractable for large-scale educational data (n>100,000n > 100{,}000). We examine the SGP package's switch to the Frisch-Newton interior point method (\texttt{rq.method.for.large.n="fn"}) for large NN, noting that while efficient for \emph{independent} QR, it doesn't resolve the joint problem's complexity or the paradox. We propose neural network-based multi-quantile regression (NNQR) with shared hidden layers as a practical alternative. Leveraging the convexity of the composite pinball loss, SGD-based optimization used in NN training can reliably approach the global optimum, offering scalability (O(n)O(n)) and implicitly reducing crossing. Our empirical analysis shows independent QR yields crossing, while both CJQR and NNQR enforce monotonicity. NNQR emerges as a viable, scalable alternative for operational SGP systems, aligning theoretical validity with computational feasibility.

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