Re: st: command or method for logistic quantile regression in Stata

[Doug Hess <douglasrhess@gmail.com>]

Thanks, Maarten. This article mentions the concept of "logistic
quantile regression" for bounded dependent variables; would something
like this suitable for binary variables? Cite:  "Logistic quantile
regression for bounded outcomes." Matteo Bottai, Bo Cai and Robert E.
McKeown. Statistics in medicine, Vol. 29, No. 2. (30 January 2010),
pp. 309-317; link: http://www.citeulike.org/user/guhjy/article/6306738

In other words, is there a good reason not to use the predicted
probabilities from a logit model to then chop the data up into
quantiles to see how some predictors variously impact across the
probability of the BDV hitting 1? I guess that can be done with
existing commands issued in steps, but I wasn't sure if there was code
just for this or caveats or special steps to take, or if it was just a
bad idea.

Or can other transforms or link functions be used with binary
dependent variables to allow for quantile regression?

In essence I'm asking the question that Abelson in his book
"Statistics as Principled Argument" encourages grad students to ask:
"Hey, can we do that?"

-Doug


Date: Thu, 16 Sep 2010 07:39:28 +0000 (GMT)
From: Maarten buis <maartenbuis@yahoo.co.uk>
Subject: Re: st: command or method for logistic quantile regression in Stata

- --- On Wed, 15/9/10, Doug Hess wrote:
> Are there any special commands (or steps if there is not a
> direct command) for running quantile regression for a binary
> dependent variable in Stata?

I don't think quantile regression makes much sense for binary
variables. Any quantile of a binary regression can only be 0
or 1 (maybe one arbitrary number in between if the order
statistic required for your quantile isn't an integer). So
whatever you do, you should end up with either a horizontal line
at 0 or 1, or a step function switching between 0 or 1.

Hope this helps,
Maarten

- --------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
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