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RE: st: CIs around Qreg trend line


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
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 
n.j.cox@durham.ac.uk 

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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