Dear Jose,
Thanks to Kit the new package grqreg is now available at ssc.
. ssc describe grqreg
or
. ssc install grqreg
This package automatically graphs the coefficients of quantile regressions.
It also gives you the option to graph the confidence interval, and the
correspondent OLS coefficient and CI.
Please let me know if you encounter any bugs. Any suggestions or comments
are more than welcome.
Cheers,
Joao Pedro
-----Original Message-----
From: Pagan, jose [mailto:[email protected]] On Behalf Of
Pagan, jose
Sent: Friday, January 09, 2004 1:54 AM
To: [email protected]
Subject: plot/graph of quantile regression coefficients
Dear All, A while ago someone posted a message on whether anyone had a do
file to plot the coefficients of a given independent variable from a set of
quantile regressions. I could not find a response. An example is shown on
page 150, Figure 4, in Koenker and Hallock's (2001) Quantile Regression
article in the Journal of Economic Perspectives, 15(4), 143-156. The figure
also has 90% pointwise confidence bands (their example is based on 19
regression runs, going from the .05 to the .95 quantile).
Does anyone know how to do these graphs? Thanks, Jose Pagan.
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