Re: st: Quantile regression: determine to which quantile an individual belongs

[Alex Olssen <alex.olssen@gmail.com>]

Thanks for the link; I knew that the binary representation for 0.01 was 
non-terminating, but I didn't know of this faq.

On 18/04/13 9:25 PM, Nick Cox wrote:
> We agree on the main point.
>
> But -round(whatever, 0.01)- is not an especially good idea because
> most multiples of 0.01 can not be held exactly in binary and people
> who don't understand that get into awkward small messes.
>
> A more systematic approach is explained at
>
> FAQ     . . . . . . . . . . Calculating percentile ranks or plotting positions
>          . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
>          7/02    How can I calculate percentile ranks?
>                  How can I calculate plotting positions?
> http://www.stata.com/support/faqs/statistics/percentile-ranks-and-plotting-positions/
>
> Nick
> njcoxstata@gmail.com
>
>
> On 18 April 2013 12:20, Alex Olssen <alex.olssen@gmail.com> wrote:
> > I also am unclear on what you wish to achieve.  You said that you wanted to
> > know the quantile of each person's residual.  I can suggest a way to
> > calculate this, but I am unsure why you want it.
> >
> > sysuse auto, clear
> > reg price length
> > predict res, res
> > sort res
> > gen quantile = round(_n/_N, 0.01)
>
> On 18/04/13 9:12 PM, Nick Cox wrote:
>
> > > I can't see that "the quantile each individual belongs to" is a
> > > well-defined concept.
> > >
> > > Clearly you  can work out a percentile rank for each response, without
> > > regard to the predictors. Or you can see where individual residuals
> > > lie in the distribution of residuals.
> > >
> > > But I don't think that either is what you are seeking.
> > >
> > > I am not clear whether you are thinking of a point or an interval, but
> > > that's secondary.
> > >
> > > Stripping it down to a minimal example: We have a quantile regression
> > > for weight versus height. I am a data point with a certain weight and
> > > height. What quantile do I belong to? What's your definition?
> On 18 April 2013 11:50, Maria Juul Hansen <maria@lindely.dk> wrote:
>
> > > > Thank you for your comment and reference!
> > > > I am aware of the endogeneity problem. However, the purpose is not to
> > > > establish causal effects, just to control for the variables of interest.
> > > >
> > > > Do you have any recommendations regarding the problem of identifying the
> > > > quantiles each individual belongs to?
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