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RE: st: CIs around Qreg trend line
From
"Nick Cox" <[email protected]>
To
<[email protected]>
Subject
RE: st: CIs around Qreg trend line
Date
Mon, 15 Mar 2010 20:41:27 -0000
sysuse auto, clear
gen gpm = 1/mpg
qreg gpm weight
predict pred
predict se, stdp
local level = (100 - 95) / 200
gen ul = pred + invttail(e(df_r), `level') * se
gen ll = pred - invttail(e(df_r), `level') * se
twoway rarea ll ul weight, sort astyle(ci) || ///
line pred weight, sort || ///
scatter gpm weight, legend(off) ytitle(Gallons per mile)
Nick
[email protected]
Jeffrey B. Wolpin
In Stata 10, assuming a qreg regression with one predictor, is there a
way to develop confidence intervals around the qreg trend line (or any
quantile for that matter)?
Also, once developed, what would be the syntax to then graph the scatter
plot, trend line and confidence intervals?
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