st: FW: RE: plot/graph of quantile regression coefficients

["Pagan, Jose" <pagan@wharton.upenn.edu>]

I sent this on Friday but I have not seen it posted; here it is again. 

	-----Original Message----- 
	From: Pagan, Jose 
	Sent: Fri 1/23/2004 3:36 PM 
	To: 'statalist@hsphsun2.harvard.edu' 
	Cc: 
	Subject: RE: RE: plot/graph of quantile regression coefficients
	
	

	Hi Joao, 

	 

	This is great, thanks! It never ceases to amaze me all the help you can get here by simply asking. 

	 

	Btw, the example in the hlp file seems to imply that if you do not include a varlist then you will default to graph all the estimated coefficients. No big deal, but this did not work and you actually have to list all the variables. 

	 

	Also, I’m using sqreg so that I can formally test a given coefficient across equations. I wonder whether the CI results are that much different between qreg, bsqreg and sqreg. I wrote a few lines of code that do the graphs based on sqreg and using parmby, although they are certainly not as elegant and easy to graph as what you get with grqreg. 

	 

	This is very helpful, thanks e adeus, Jose Pagan. 

	 

	 

	 

	This is the error I get:

	. grqreg, cons ci ols olsci

	(note: file C:\DOCUME~1\pagan\LOCALS~1\Temp\ST_040000ad.tmp not found)

	variable var00001 not found

	r(111);

	 

	end of do-file

	r(111);

	 

	 

	-----Original Message-----
	From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Joao Pedro W. de Azevedo
	Sent: Friday, January 23, 2004 2:09 PM
	To: statalist@hsphsun2.harvard.edu
	Subject: st: RE: plot/graph of quantile regression coefficients

	 

	Dear Jose,

	Thanks to Kit the new package grqreg is now available at ssc. 

	 

	. ssc describe grqreg 

	or 

	. ssc install grqreg

	 

	This package automatically graphs the coefficients of quantile regressions. It also gives you the option to graph the confidence interval, and the correspondent OLS coefficient and CI.

	 

	Please let me know if you encounter any bugs. Any suggestions or comments are more than welcome.

	 

	Cheers,

	Joao Pedro

	 

	 

	 

		-----Original Message-----
		From: Pagan, jose [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Pagan, jose
		Sent: Friday, January 09, 2004 1:54 AM
		To: statalist@hsphsun2.harvard.edu
		Subject: plot/graph of quantile regression coefficients

		Dear All, A while ago someone posted a message on whether anyone had a do file to plot the coefficients of a given independent variable from a set of quantile regressions. I could not find a response. An example is shown on page 150, Figure 4, in Koenker and Hallock's (2001) Quantile Regression article in the Journal of Economic Perspectives, 15(4), 143-156. The figure also has 90% pointwise confidence bands (their example is based on 19 regression runs, going from the .05 to the .95 quantile). 

		 

		Does anyone know how to do these graphs? Thanks, Jose Pagan.  

		 

		 

		 


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