Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: plot/graph of quantile regression coefficients


From   "Pagan, jose" <[email protected]>
To   <[email protected]>
Subject   st: plot/graph of quantile regression coefficients
Date   Thu, 8 Jan 2004 20:54:28 -0500

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.  
 
 
 

<<winmail.dat>>




© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index