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st: nonlinear quantile regression


From   Jacob Wegelin <[email protected]>
To   [email protected]
Subject   st: nonlinear quantile regression
Date   Tue, 9 Jan 2007 13:40:37 -0800 (PST)

Suppose you want to fit some nonlinear model for the median or the 95th
quantile.  For instance, suppose you believe that the 95th quantile of
the calcium/creatinine ratio, Y, may be modeled as the following function
of age (X):

Y = C0 + (B0 + Bl * X + B2 * X^2)  * exp(-A0 * X )

where A0, B0, B1, B2, C0 are the coefficients that you'd like to estimate.

Is there a way to do this in Stata?

(For comparison of software packages: I did manage to do this in R, using
the quantreg package. But it would be nice to be able to do this in Stata,
among other reasons because Stata has a nice built-in bootstrap option.)

(Reference for the nonlinear function: V. Matos, 1997, J Pediatr 131:252-7)

Thanks for any advice

Jacob Wegelin
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