Zoue,
You may want to take a look at -xtile- This command will create a new
categorical variable containing categories corresponding to the specified
quantiles.
If I understand your question, you plan to subset the data into quantiles and
then performing analysis on the subsets will produce incorrect results. Koenker
and Hallock (2001 "Quantile Regression" Journal of Economic Perspectives, 15:4
pages 143 -156) refer to this as "truncation on the dependent variable." This
method of truncation is vulnerable to selection bias, since one is truncating
the full sample based on the dependent variable in the model. This can produce
both biased and inconsistent estimates.
As Koenker and Hallock make clear, a more appropriate econometric technique is
quantile regression (-qreg-). With quantile regression, one can focus on the
conditional distribution of the dependent variable and avoid the selection bias
associated with truncated regression. This is because with a quantile
regression, one can choose the central tendency point around which to estimate a
regression - for example, 10th decile rather than the mean - without truncating
the sample to exclude the upper 90 percent of data.
Hope this helps,
Scott
----- Original Message -----
From: "Zoue Lloyd Wright" <[email protected]>
To: <[email protected]>
Sent: Monday, December 22, 2003 6:57 AM
Subject: st: RE: Quintiles, Quartiles and Tertiles anyone!!!
> Help,
>
> Sorry to ask, but I am really stuck and desperate and have
> an overdue Thesis to hand in.
>
> Main Question:
>
> Is it possible to quintile, quartile or Tertile data
> By this I mean
>
> I have 200 patients with approximately 20 to 30 sets of
> variables that I wish to examine in respect of each other
> using quintiles, quartiles or tertiles, to represent one
> set as THE INDEPENDENT VARIABLE and compare it with the
> other sets as DEPENDENT VARIABLES and statistically compare
> the resulting quintiles with each of the dependent
> variables.
>
> In addition to this I would like to perform an AGE
> ADJUSTMENT on the above variables, since this will also
> effect there relationship to the independent variable.
>
> Thankyou if anyone can help and make it very user friendly
> I will be eternally grateful
>
> Zou�
>
> PS. Firstly can I update Stata 5.0 from the Internet to
> either version 6.0, 7.0 or 8.0?
>
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