This study discusses quantile regression methodology and its usefulness in education and social science research. First, quantile regression is defined and its advantages vis-à-vis vis ordinary least squares regression are illustrated. Second, specific comparisons are made between ordinary least squares and quantile regression methods. Third, the applicability of quantile regression to empirical work to estimate intervention effects is demonstrated using education data from a large-scale experiment. The estimation of quantile treatment effects at various quantiles in the presence of dropouts is also discussed. Quantile regression is especially suitable in examining predictor effects at various locations of the outcome distribution (e.g., lower and upper tails).