{smcl} {* *! version 1.0.0 04jul2018}{...} {findalias asfradohelp}{...} {vieweralsosee "" "--"}{...} {vieweralsosee "[R] help" "help help"}{...} {viewerjumpto "Syntax" "cdfquantreg##syntax"}{...} {viewerjumpto "Description" "cdfquantreg##description"}{...} {viewerjumpto "Distribution Names" "cdfquantreg##options"}{...} {viewerjumpto "CDF-Quantile Distributions" "cdfquantreg##options"}{...} {viewerjumpto "Examples" "cdfquantreg##examples"}{...} {viewerjumpto "Author" "cdfquantreg##examples"}{...} {viewerjumpto "References" "cdfquantreg##references"}{...} {title:Title} {phang} {bf:cdfquantreg} {hline 2} General linear models using cdf-quantile distributions for variables on the unit interval {marker syntax}{...} {title:Syntax} {p 8 17 2} {cmd:cdfquantreg} {it:varlist} {cmd:,cdf(} {it:distribution1} {cmd:)} {cmd:quantile(} {it:distribution2} {cmd:)} {cmd:[zvarlist(} {it:varlist_z} {cmd:)]} {cmd:[nolog]} {marker description}{...} {title:Description} {pstd} {cmd:cdfquantreg} invokes maximum likelhood estimation using {help ml} with a linear form. A general linear model is estimated for a dependent variable on the unit (0,1) interval, using a member of the cdf-quantile distributon family. {pstd} {it:varlist} must include at least the dependent variable, and also may include the predictor variables for the location submodel. {cmd:zvarlist} is a non-required option presenting the predictor variables for the dispersion submodel. {pstd} The {cmd:cdf} and {cmd:quantile} options are required, and they specify the cdf-quantile distribution to be used in the model. Likewise, {it:distribution1} and {it:distribution2} are names chosen from the {ul:Distributions} list below. {pstd} Also available is {cmd:cdfquantreg_p}, a postestimation command, which uses the specified cdf-quantile distribution to generate the model's parameter estimates and fitted values. See the help file for {cmd:cdfquantreg_p}. {marker options}{...} {title:Distribution Names} {dlgtab:Distributions} {phang} {opt asinh} invokes the arcsinh distribution. {phang} {opt burr7} invokes the Burr 7 distribution. {phang} {opt burr8} invokes the Burr 8 distribution. {phang} {opt cauchit, cauchy} invokes the Cauchy distribution. {phang} {opt logit, logistic} invokes the logistic distribution. {phang} {opt t2} invokes the t distribution with 2 degrees of freedom. {marker options}{...} {title:CDF-Quantile Distributions} {dlgtab:CDF-Quantile Distributions} {phang} {opt asinhasinh} invokes the arcsinh-arcsinh distribution (finite-tailed subfamily). {phang} {opt asinhburr7} invokes the arcsinh-Burr7 distribution (trimodal subfamily). {phang} {opt asinhburr8} invokes the arcsinh-Burr8 distribution (trimodal subfamily). {phang} {opt asinhcauchy} invokes the arcsinh-Cauchy distribution (finite-tailed subfamily). {phang} {opt asinhlogistic} invokes the arcsinh-logistic distribution (trimodal subfamily). {phang} {opt asinht2} invokes the arcsinh-t2 distribution (trimodal subfamily). {phang} {opt burr7asinh} invokes the Burr7-arcsinh distribution (bimodal subfamily). {phang} {opt burr7burr7} invokes the Burr7-Burr7 distribution (logit-logistic subfamily). {phang} {opt burr7cauchy} invokes the Burr7-Cauchy distribution (bimodal subfamily). {phang} {opt burr7logistic} invokes the Burr7-logistic distribution (logit-logistic subfamily). {phang} {opt burr7t2} invokes the Burr7-t2 distribution (bimodal subfamily). {phang} {opt burr8asinh} invokes the Burr8-arcsinh distribution (bimodal subfamily). {phang} {opt burr8burr7} invokes the Burr8-Burr7 distribution (logit-logistic subfamily). {phang} {opt burr8burr8} invokes the Burr8-Burr8 distribution (logit-logistic subfamily). {phang} {opt burr8cauchy} invokes the Burr8-Cauchy distribution (bimodal subfamily). {phang} {opt burr8logistic} invokes the Burr8-logistic distribution (logit-logistic subfamily). {phang} {opt burr8t2} invokes the Burr8-t2 distribution (bimodal subfamily). {phang} {opt cauchitasinh} invokes the Cauchit-arcsinh distribution (finite-tailed subfamily). {phang} {opt cauchitburr7} invokes the Cauchit-Burr7 distribution (trimodal subfamily). {phang} {opt cauchitburr8} invokes the Cauchit-Burr8 distribution (trimodal subfamily). {phang} {opt cauchitcauchy} invokes the Cauchit-Cauchy distribution (finite-tailed subfamily). {phang} {opt cauchitlogistic} invokes the Cauchit-logistic distribution (trimodal subfamily). {phang} {opt cauchitt2} invokes the Cauchit-t2 distribution (trimodal subfamily). {phang} {opt logitasinh} invokes the logit-arcsinh distribution (bimodal subfamily). {phang} {opt logitburr7} invokes the logit-Burr7 distribution (logit-logistic subfamily). {phang} {opt logitburr8} invokes the logit-Burr8 distribution (logit-logistic subfamily). {phang} {opt logitcauchy} invokes the logit-Cauchy distribution (bimodal subfamily). {phang} {opt logitlogistic} invokes the logit-logistic distribution (logit-logistic subfamily). {phang} {opt logitt2} invokes the logit-t2 distribution (bimodal subfamily). {phang} {opt t2asinh} invokes the t2-arcsinh distribution (bimodal subfamily). {phang} {opt t2burr7} invokes the t2-Burr7 distribution (trimodal subfamily). {phang} {opt t2burr8} invokes the t2-Burr8 distribution (trimodal subfamily). {phang} {opt t2cauchy} invokes the t2-Cauchy distribution (bimodal subfamily). {phang} {opt t2logistic} invokes the t2-logistic distribution (trimodal subfamily). {phang} {opt t2t2} invokes the t2-t2 distribution (finite-tailed subfamily). {marker examples}{...} {title:Example} {phang}{cmd:/* This example uses ch6_probguiltstudy1.dta */}{p_end} {phang}{cmd:. cdfquantreg crguilt crvd1 crvd2, cdf(logit) quantile(logistic)}{p_end} {phang}{cmd:. estimates store A}{p_end} {phang}{cmd:. cdfquantreg crguilt crvd1 crvd2, cdf(logit) quantile(logistic) zvarlist(crvd1 crvd2)}{p_end} {phang}{cmd:. estimates store B}{p_end} {phang}{cmd:. lrtest A B}{p_end} {marker author}{...} {title:Author} {pstd} Michael Smithson, Research School of Psychology, The Australian National University, Canberra, A.C.T. Australia{break}Michael.Smithson@anu.edu.au {marker references}{...} {title:References} {p 4 4 2} Smithson, M. & Shou, Y. (2017). CDF-quantile distributions for modeling random variables on the unit interval. {it:British Journal of Mathematical and Statistical Psychology}, 70(3), 412-438. {p 4 4 2} Shou, Y. & Smithson, M. (2019). cdfquantreg: An R package for CDF-Quantile Regression. {it:Journal of Statistical Software}, 88, 1-30.