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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 21:38:59 +1000 |

On 18/04/13 9:25 PM, Nick Cox wrote:

We agree on the main point. But -round(whatever, 0.01)- is not an especially good idea because most multiples of 0.01 can not be held exactly in binary and people who don't understand that get into awkward small messes. A more systematic approach is explained at FAQ . . . . . . . . . . Calculating percentile ranks or plotting positions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox 7/02 How can I calculate percentile ranks? How can I calculate plotting positions? http://www.stata.com/support/faqs/statistics/percentile-ranks-and-plotting-positions/ Nick njcoxstata@gmail.com On 18 April 2013 12:20, Alex Olssen <alex.olssen@gmail.com> wrote:I also am unclear on what you wish to achieve. You said that you wanted to know the quantile of each person's residual. I can suggest a way to calculate this, but I am unsure why you want it. sysuse auto, clear reg price length predict res, res sort res gen quantile = round(_n/_N, 0.01)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?On 18 April 2013 11:50, Maria Juul Hansen <maria@lindely.dk> wrote: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?* * 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/

**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>

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

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

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