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From |
Alex Olssen <alex.olssen@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 18 Apr 2013 21:20:31 +1000 |

sysuse auto, clear reg price length predict res, res sort res gen quantile = round(_n/_N, 0.01) Best, Alex 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? 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/

* * 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:*Nick Cox <njcoxstata@gmail.com>

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

**Re: Re: st: Quantile regression: determine to which quantile an individual belongs***From:*Nick Cox <njcoxstata@gmail.com>

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