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st: RE: plotting coefficients after quantile regression- beyond grqreg
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: RE: plotting coefficients after quantile regression- beyond grqreg
Date
Sun, 7 Mar 2010 19:10:23 +0100
<>
The difficulty here is that -qreg- does not seem to like -fvvarlist-s, which
in other cases make quadratic vars much easier to specify (It does not allow
-coeflegend-, either...). So you want to check this very, very carefully
whether it does what you want:
*******
sysuse auto, clear
gen mpgsq=mpg^2
egen lengthmean=mean(length)
egen turnmean=mean(turn)
foreach quant of numlist 10 25 50 75 90{
qreg price mpg mpgsq length turn, q(`quant')
gen pred`quant'=_b[_cons]+_b[mpg]*mpg+_b[mpgsq]*mpgsq+ /*
*/ _b[length]*lengthmean+_b[turn]*turnmean
la var pred`quant' "Quantile `quant'"
}
sort mpg
tw (line pred10 mpg) /*
*/ (line pred25 mpg) (line pred50 mpg) /*
*/ (line pred75 mpg) (line pred90 mpg)
*******
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Prabhat
Sent: Sonntag, 7. März 2010 15:04
To: [email protected]
Subject: st: plotting coefficients after quantile regression- beyond grqreg
Dear all,
I need your help regarding plots for quantile regression results. I am new
to STATA as well as quantile regression both.
I am running a quantile regression with independent variable X and its
square term i.e. X^2. there are a number of other variables. however, my
requirement is to show the parabolic curve i.e. dependent variable vs X for
quantile= 0.1,0.25, 0.5, 0.75, 0.9, keeping all other explanatory variables
at their average value. So, it will be kind of a 5 parabolic curves on a
single plot.
I know there is a very helpful command GRQREG, but it does not plot the
particular estimated coefficients for a number of quantiles on the same
plot. Kindly correct me, if there is any way here.
Further, the only other option I can think of if to do it manually after
getting the results. But, that seems to be a difficult and tedious task
because i have to repeat it for a number of cycles.
Any suggestion will be highly appreciated.
Thank you.
Regards.
Prabhat Barnwal
International University of Japan
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