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From |
Nick Cox <njcoxstata@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

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

Date |
Thu, 18 Apr 2013 12:12:24 +0100 |

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? Nick njcoxstata@gmail.com On 18 April 2013 11:50, Maria Juul Hansen <maria@lindely.dk> wrote: > Dear Alex > > 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? > > Best regards, > Maria > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Quantile regression: determine to which quantile an individual belongs***From:*Alex Olssen <alex.olssen@gmail.com>

**References**:**Re: Re: st: Quantile regression: determine to which quantile an individual belongs***From:*"Maria Juul Hansen" <maria@lindely.dk>

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