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st: Margins & margins plot after quantile regression


From   Fred Wolfe <fwolfe@arthritis-research.org>
To   statalist@hsphsun2.harvard.edu
Subject   st: Margins & margins plot after quantile regression
Date   Fri, 20 Jan 2012 05:11:39 -0600

Can someone tell me how to get the marginal effects after the
following command for all of the quantiles.

. sqreg dfness age gender,q(.25 .50 .75 .95)
(fitting base model)
(bootstrapping ....................)

Simultaneous quantile regression                     Number of obs =      2488
  bootstrap(20) SEs                                  .25 Pseudo R2 =    0.0386
                                                     .50 Pseudo R2 =    0.0731
                                                     .75 Pseudo R2 =    0.0908
                                                     .95 Pseudo R2 =    0.1248

------------------------------------------------------------------------------
             |              Bootstrap
      dfness |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
q25          |
         age |   .0410552   .0038733    10.60   0.000       .03346    .0486505
      gender |    .656884   .0742087     8.85   0.000     .5113666    .8024013
       _cons |  -1.023816   .1525062    -6.71   0.000    -1.322868   -.7247635
-------------+----------------------------------------------------------------
q50          |
         age |   .0821105   .0051305    16.00   0.000     .0720499     .092171
      gender |   .7389944   .1777711     4.16   0.000     .3903997    1.087589
       _cons |   -.859595   .3019741    -2.85   0.004    -1.451742   -.2674482
-------------+----------------------------------------------------------------
q75          |
         age |   .1129019   .0051985    21.72   0.000     .1027082    .1230957
      gender |   .9032154   .2762264     3.27   0.001     .3615577    1.444873
       _cons |   .2078413     .42155     0.49   0.622    -.6187842    1.034467
-------------+----------------------------------------------------------------
q95          |
         age |    .172041   .0086505    19.89   0.000      .155078     .189004
      gender |   .3010708   .6610339     0.46   0.649    -.9951631    1.597305
       _cons |    4.46586   1.153358     3.87   0.000     2.204218    6.727502
------------------------------------------------------------------------------


. margins, at(age=(20 [10] 80))

<snip>
------------------------------------------------------------------------------
             |            Delta-method
             |     Margin   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         _at |
          1  |   .7976641    .073706    10.82   0.000     .6532031    .9421252
          2  |   1.208217   .0520172    23.23   0.000     1.106265    1.310168
          3  |   1.618769   .0478113    33.86   0.000     1.525061    1.712478
          4  |   2.029321   .0645985    31.41   0.000     1.902711    2.155932
          5  |   2.439874   .0914708    26.67   0.000     2.260594    2.619153
          6  |   2.850426   .1219335    23.38   0.000     2.611441    3.089412
          7  |   3.260979   .1538686    21.19   0.000     2.959402    3.562556
------------------------------------------------------------------------------

This is apparently margins for q50. I would like margins for all of
the quantiles, with an ultimate goal of using margins plot.

Thanks.

Fred


Fred Wolfe
National Data Bank for Rheumatic Diseases
Wichita, Kansas
NDB Office +1 316 263 2125 Ext 0
Research Office +1 316 686 9195
fwolfe@arthritis-research.org
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