Gould, W. 1992. sg11.1: Quantile regression with bootstrapped standard errors.Stata Technical Bulletin 9: 19–21. Reprinted inStata Technical Bulletin Reprints, vol. 2, pp. 137–150. Gould, W., and W. H. Rogers. 1994. Quantile regression as an alternative to robust regression.Proceedings of...
Stata 统计与数据管理软件 18IV quantile regression(IV分位数回归)当我们想研究协变量对结果的不同量级的影响,而不仅仅是对精益的影响时,我们使用分位数回归。例如,我们可能
This command is part of StataNow™. Quantile regression models the conditional quantiles of an outcome as a linear combination of predictors. Traditional quantile regression relies on a specific set of loss functions and linear programming for estimation. To introduce Bayesian quantile regression, ...
QREG2: Stata module to perform quantile regression with robust standard errorsJ Santos SilvaJose A F Machado
Stata’s qreg command fits quantile (including median) regression models, also known as least-absolute value (LAV) models, minimum absolute deviation (MAD) models, and L1-norm models.Median regression estimates the median of the dependent variable, conditional on the values of the independent ...
coefficients. The long answer is that you interpret quantile regression coefficients almost just like ordinary regression coefficients.We can illustrate this with a couple of examples using the hsb2 dataset.use http://www.ats.ucla.edu/stat/stata/notes/hsb2, clear tabstat write, by(female) stat...
qregwritefemale Iteration1:WLSsumofweighteddeviations=1543.9433 Iteration1:sumofabs.weighteddeviations=1545Iteration2:sumofabs.weighteddeviations=1542Iteration3:sumofabs.weighteddeviations=1536 2011-1-4ttp://.ats.ucla.edu/stat/stata/faq/quantreg.htmPage2of4tataFAQ:HowdoIinterpretquantileregressioncoefficients...
Empirical analyses of quantile regression models are obtained using Stata’s “sreg” command. Due to the economic importance to the global economy (Ahmad et al., 2021), this study focuses on a developed market. Financial turmoil induced by crises may have had a significant impact on profits,...
Hence, this motivates the use of a panel quantile regression estimation approach in the analysis of the fiscal discipline-fiscal federalism nexus in this study. Against this background, this study aims to shed more light on the relationship between fiscal federalism and fiscal discipline from a ...
GRQREG: Stata module to graph the coefficients of a Quantile Regression Description grqreg graphs the coefficients of a quantile regression (Koenker and Basset, 1978). It also has the option to graph the confidence interval, the OLS coefficient and the OLS confidence interval on the same graph. ...