{smcl} {* *! version 1.0.0 14jul2018}{...} {findalias asfradohelp}{...} {vieweralsosee "" "--"}{...} {vieweralsosee "[R] help" "help help"}{...} {viewerdialog "predict for cdfquantreg" "dialog cdfquantreg_p"}{...} {viewerjumpto "Syntax for predict" "cdfquantreg postestimation##syntax_predict"}{...} {viewerjumpto "Options for predict" "cdfquantreg postestimation##options_predict"}{...} {viewerjumpto "Examples for predict" "cdfquantreg postestimation##examples_predict"}{...} {viewerjumpto "margins for cdfquantreg" "cdfquantreg##margins"}{...} {viewerjumpto "Examples" "cdfquantreg_p##examples"}{...} {viewerjumpto "Author" "cdfquantreg##author"}{...} {viewerjumpto "References" "cdfquantreg##references"}{...} {title:Title} {phang} {bf:cdfquantreg_p} {hline 2} Postestimation tools for cdfquantreg {marker description}{...} {title:Description} {pstd} The following postestimation commands are available after {cmd:cdfquantreg}: {synoptset 17 notes}{...} {p2coldent :Command}Description{p_end} {synoptline} INCLUDE help post_estatsum INCLUDE help post_estatvce INCLUDE help post_estimates {synopt :{helpb cdfquantreg postestimation##margins:margins}}margins commands for cdfquantreg {p_end} {synopt :{helpb cdfquantreg postestimation##predict:predict}}predictions, residuals {p_end} {synoptline} {p2colreset}{...} {phang} {marker syntax_predict}{...} {marker predict}{...} {title:Syntax for predict} {cmd:predict} {newvar} {ifin} [{cmd:,} [{opt stdp}{c |}{opt qtile}{c |}{opt pctle(real #)}]] {synoptset 17 tabbed}{...} {synopthdr :statistic} {synoptline} {syntab :Main} {synopt :{opt xb}}linear prediction of the location parameter; the default{p_end} {synopt :{opt xd}}linear prediction of the dispersion parameter; the default{p_end} {synopt :{opt seb}}standard error of the location linear prediction{p_end} {synopt :{opt sed}}standard error of the dispersion linear prediction{p_end} {synopt :{opt qtile}}either the empirical or requested quantile rank{p_end} {synopt :{opt fitted}}fitted observations corresponding to {opt qtile}{p_end} {synopt :{opt residuals}}differences between {opt fitted} and y{p_end} {synoptline} {p2colreset}{...} INCLUDE help esample {marker options_predict}{...} {title:Options for predict} {dlgtab:Main} {phang}{opt stdp} calculates the standard errors of the linear predictions for both the location and dispersion submodels. {phang}{opt qtile} calculates fitted values for the dependent variable, either corresponding to the quantile rank of each observation or (in combination with {opt pctle(#)}) corresponding to a specified quantile rank. {phang}{opt pctle(#)} is allowed only in combination with {opt qtile}, and specifies the quantile that {cmd:predict} is to estimate. It expects a number in the (0,1) interval. To estimate the median, for instance, # would be set to 0.5. {marker examples_predict}{...} {title:Examples for predict} {phang}{cmd:/* This example uses testmat1.dta */}{p_end} {phang}{cmd:. cdfquantreg y i.d1##i.d2, cdf(t2) quantile(t2) zvarlist(d1 d2)}{p_end} {phang}{cmd:. predict newvar, qtile}{p_end} {phang}{cmd:. drop newvar xd fitted residuals}{p_end} {phang}{cmd:. predict newvar, qtile pctle(0.5)}{p_end} {marker margins}{...} {title:Margins} {pstd} The {cmd: margins} command requires specifying which equation is to be estimated. Thus, {cmd:equation(}{it:1}{cmd:)} refers to the location submodel and {cmd:equation(}{it:2}{cmd:)} refers to the dispersion submodel. Examples of appropriate syntax are:{p_end} {cmd:margins} {varname} {cmd:, predict(equation(}{it:eqno}{cmd:))} {cmd:margins} {cmd:dydx(}{varname}{cmd:)} {cmd:, predict(equation(}{it:eqno}{cmd:))} {marker examples_margins}{...} {title:Examples for margins} {phang}{cmd:/* This example uses testmat1.dta */}{p_end} {phang}{cmd:. cdfquantreg y i.d1##i.d2, cdf(t2) quantile(t2) zvarlist(d1 d2)}{p_end} {phang}{cmd:. margins d2, predict(equation(#1))}{p_end} {phang}{cmd:. margins, dydx(1.d2) predict(equation(#1))}{p_end} {phang}{cmd:. margins d2, expression(exp(predict(equation(#2))))}{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.