*! version 1.0.0 14jul2018

Title

cdfquantreg01_p -- Postestimation tools for cdfquantreg

Description

The following postestimation commands are available after cdfquantreg:

Command Description

margins margins commands for cdfquantreg01

predict predictions, residuals

Syntax for predict

predict newvar [if] [in] [, [stdp|qtile|pctle(real #)]]

statistic

Main
xb linear prediction of the location parameter; the default

xd linear prediction of the dispersion parameter (2-parameter model) or skew parameter (3-parameter model); the default

xw linear prediction of the dispersion parameter in a 3-parameter model; the default

seb standard error of the location linear prediction

sed standard error of the dispersion linear prediction (2-parameter model) or skew linear prediction (3-parameter model)

sew standard error of the the dispersion linear prediction in a 3-parameter model

qtile either the empirical or requested quantile rank

fitted fitted observations corresponding to qtile

residuals differences between fitted and y

Options for predict

Main

stdp calculates the standard errors of the linear predictions for
both the location and dispersion submodels.

qtile calculates fitted values for the dependent variable, either
corresponding to the quantile rank of each observation or (in combination with
pctle(#)) corresponding to a specified quantile rank.

pctle(#) is allowed only in combination with qtile, and specifies
the quantile that 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.

Examples for predict

/* This example uses YoonData2.dta */

. generate loglosh = ln(losh)

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

. predict newvar, qtile

. drop xb xd fitted residuals

. predict newvar, qtile pctle(0.75)

. drop xb xd fitted

Margins

The margins command requires specifying which equation is to be estimated.
Thus, equation(1) refers to the location submodel and equation(2)
refers to the dispersion submodel. Examples of appropriate syntax are:

margins varname , predict(equation(eqno))
margins dydx(varname) , predict(equation(eqno))

Examples for margins

/* This example uses Yoon2Data.dta */

. generate loglosh = ln(losh)

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

. margins ambulance, predict(equation(#1))

. margins, dydx(1.ambulance) predict(equation(#1))

. margins ambulance, expression(exp(predict(equation(#2))))

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.