*! version 1.0.0 14jul2018

Title

cdfquantreg_m -- Marginal effects conversion for cdfquantreg

Description

The following alternative to the margins command
is available after cdfquantreg: cdfquantreg_m. This command reports
marginal effects for the location and dispersion parameters, and converts these to
effects on the quantile specified by the user. The default is the median (the 0.5 quantile).

Syntax for cdfquantreg_m

cdfquantreg_m varlist [,pctle(real #)]]

Options for cdfquantreg_m

Main

pctle(#) specifies the quantile that cdfquantreg_m 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 testmat1.dta */

. cdfquantreg y i.d1##i.d2, cdf(t2) quantile(t2) zvarlist(d1 d2)

. cdfquantreg_m d1 d2, pctle(0.75)

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. (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. (2018, in press). cdfquantreg: An R package for
CDF-Quantile Regression. Journal of Statistical Software.