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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Rank regression |

Date |
Fri, 25 Sep 2009 15:25:10 -0400 |

Apostolos Ballas <aballas@aueb.gr> : I assume the reviewer means quantile regression. There is some squishiness in the definitions of rank and quantile in this area--see for example the help file for -qreg- which says quantile(#) specifies the quantile to be estimated and should be a number between 0 and 1, exclusive. Numbers larger than 1 are interpreted as percentages. The default value of 0.5 corresponds to the median. and many people would also call that number between 0 and 1 a rank. Of course, the quantile is not the number r between 0 and 1, it is the value at which the CDF equals r, and with N obs, the rank would be about Nr not r, but the sloppy terminology notwithstanding, use -qreg- to get a sense of the distribution of y given X rather than just the mean of y given X. On Fri, Sep 25, 2009 at 1:49 PM, Apostolos Ballas <aballas@aueb.gr> wrote: > A very persistent referee is asking that I carry out an analysis using rank > regression. Could you please suggest how this is done in Stata since there > appears no reference in the manuals? Also, if anyone could also help me with > the statistics, how does it compare with quantile regression? > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Rank regression***From:*"Apostolos Ballas" <aballas@aueb.gr>

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