Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: st: How to interpret and summarize adjusted medians


From   I M <[email protected]>
To   <[email protected]>
Subject   RE: st: How to interpret and summarize adjusted medians
Date   Wed, 14 Jan 2009 10:46:01 -0800

Hello,

Thank you Alan.

By using the 'adjust' command, I have verified that the mean is taken (i.e., by also using the sum, d command, the mean is the same).

---begin example---

. adjust

-----------------------------------------------------------------------------------------------------------------
     Dependent variable: price     Command: qreg
   Variables left as is: weight, length, foreign
-----------------------------------------------------------------------------------------------------------------

----------------------
      All |         xb
----------+-----------
          |    5473.59
----------------------
     Key:  xb  =  Linear Prediction

. predict test, xb

. sum test, d

                      Linear prediction
-------------------------------------------------------------
      Percentiles      Smallest
 1%     948.5573       948.5573
 5%     1959.794       1361.076
10%     3384.565       1920.458       Obs                  74
25%         4723       1959.794       Sum of Wgt.          74

50%     5435.645                      Mean           5473.588
                        Largest       Std. Dev.      1813.017
75%     6385.588       8804.352
90%     7638.702       9254.924       Variance        3287029
95%     8804.352       9423.244       Skewness      -.1285146
99%      9771.52        9771.52       Kurtosis       3.297427

---end example---


Note the mean is 5473.59, the same in the adjust and sum commands.

But I also wanted to verify that even though the commmand is qreg (for quantile regression), I should use the mean to report the statistics, and not the 50th percentile?

Thank you!

----------------------------------------
> Date: Wed, 14 Jan 2009 13:39:10 -0500
> Subject: Re: st: How to interpret and summarize adjusted medians
> From: [email protected]
> To: [email protected]
>
> You might want to look at the help file for -adjust-. Here are some examples:
>
> sysuse auto
> qreg price weight length foreign
> adjust
> adjust, by(foreign)
> adjust, by(rep78)
> adjust, by(rep78 foreign)
> adjust weight length, by(foreign)
>
> Best,
> Alan
>
>
> On Wed, Jan 14, 2009 at 1:30 PM, I M  wrote:
>> Hello,
>>
>> I have a multivariate model (quantile regression, qreg) with a set of covariates.
>>
>> I have run the quantile regression model, then generated predicted values (values adjusted according to the covariates in my model).
>>
>> Essentially, these predicted values are the predicted medians.
>>
>> How do I summarize these predicted medians? i.e. if I want to report the predicted median by gender, how would I do this?
>>
>>
>>
>> ---begin example---
>> /*quantile regression model*/
>> qreg [outcome] [predictor variable 1] [predictor variable 2, i.e. gender]
>>
>> /*generate predicted medians based on estimates*/
>> predict [predicted medians], xb
>>
>> /*summarize the predicted values*/
>> sum [predicted medians], detail
>>
>> ---end example---
>>
>>
>>
>> The sum, detail command would give me the percentiles and the mean (and some other statistics).
>>
>> If I want to summarize the predicted medians, would I state the mean from the "sum" command, or would I state the median from the "sum" command?
>>
>> In other words, do I want to report the mean of the 'predicted median', or the median of the 'predicted median'?
>>
>> Thank you immensely!
>>
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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