*! version 1.0.0 14jul2018

Title

cdfquantreg_m -- Marginal effects conversion for cdfquantreg

Description

The following alternative to the margins command
is available after cdfquantreg01: cdfquantreg01_mf. This command reports
marginal effects for the location and dispersion parameters (and skew parameter if fitting a 3-parameter distribution), and converts these to
effects on the quantile specified by the user. The default is the median (the 0.5 quantile).

Syntax for cdfquantreg01_mf

cdfquantreg01_mf varlist [,pctle(real #)]]

Options for cdfquantreg01_mf

Main

pctle(#) specifies the quantile that cdfquantreg01_mf is to estimate. It expects a number in the
(0,1) interval. To estimate the 75th percentile, for instance, # would be set to 0.75.
The default is 0.5.

Examples

/* This example uses YoonnData2.dta */

. generate loglosh = ln(losh)

. cdfquantreg01 pregptriage i.ambulance loglosh , cdf(cauchit) quantile(asinh) pos(outer) func(w) twothree(2) zvarlist(i.ambulance loglosh)

. cdfquantreg01_mf ambulance, pctle(0.5)

Author

Michael Smithson, Research School of Psychology, The Australian National University,
Canberra, A.C.T. Australia
Michael.Smithson@anu.edu.au

References

Smithson, M. & Shou, Y. (accepted 18/11/22). Flexible cdf-quantile distributions on the closed unit interval, with software and applications. Communications in Statistics – Theory and Methods.

Smithson, M. & Shou, Y. (2017). CDF-quantile distributions for modeling random
variables on the unit interval. British Journal of Mathematical and Statistical Psychology, 70(3), 412-438.

Shou, Y. & Smithson, M. (2019). cdfquantreg: An R package for
CDF-Quantile Regression. Journal of Statistical Software, 88, 1-30.