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RE: st: CIs around Qreg trend line
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
RE: st: CIs around Qreg trend line
Date
Tue, 16 Mar 2010 00:46:48 +0100
<>
" What is being computed by the line "local level = (100 - 95) / 200"?"
Try Maarten`s http://www.stata-journal.com/article.html?article=st0137 to
get a handle on this issue.
Preprint at
http://www.uni-tuebingen.de/fileadmin/Uni_Tuebingen/Fakultaeten/SozialVerhal
ten/Institut_fuer_Soziologie/Dokumente/Pdf_Dateien/Buis/p-value_pdf.pdf
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Jeff
Sent: Dienstag, 16. März 2010 00:27
To: [email protected]
Subject: RE: st: CIs around Qreg trend line
Dear Mr. Cox,
Thank you. The example syntax worked great.
Question:
What is being computed by the line "local level = (100 - 95) / 200"?
Is this line in any way dependent upon the number of observations?
Alternatively, what does 200 signify.
Thanks again and pardon my ignorance.
Jeffrey B. Wolpin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: Monday, March 15, 2010 1:41 PM
To: [email protected]
Subject: RE: st: CIs around Qreg trend line
sysuse auto, clear
gen gpm = 1/mpg
qreg gpm weight
predict pred
predict se, stdp
local level = (100 - 95) / 200
gen ul = pred + invttail(e(df_r), `level') * se
gen ll = pred - invttail(e(df_r), `level') * se
twoway rarea ll ul weight, sort astyle(ci) || ///
line pred weight, sort || ///
scatter gpm weight, legend(off) ytitle(Gallons per mile)
Nick
[email protected]
Jeffrey B. Wolpin
In Stata 10, assuming a qreg regression with one predictor, is there a
way to develop confidence intervals around the qreg trend line (or any
quantile for that matter)?
Also, once developed, what would be the syntax to then graph the scatter
plot, trend line and confidence intervals?
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