qreg - Stata
qreg - Stata
qreg - Stata
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24 <strong>qreg</strong> — Quantile regression<br />
Stored results<br />
<strong>qreg</strong> stores the following in e():<br />
Scalars<br />
e(N)<br />
e(df m)<br />
e(df r)<br />
e(q)<br />
e(q v)<br />
e(sum adev)<br />
e(sum rdev)<br />
e(sum w)<br />
e(f r)<br />
e(sparsity)<br />
e(bwidth)<br />
e(kbwidth)<br />
e(rank)<br />
e(convcode)<br />
Macros<br />
e(cmd)<br />
e(cmdline)<br />
e(depvar)<br />
e(bwmethod)<br />
e(denmethod)<br />
e(kernel)<br />
e(wtype)<br />
e(wexp)<br />
e(vce)<br />
e(vcetype)<br />
e(properties)<br />
e(predict)<br />
e(marginsnotok)<br />
Matrices<br />
e(b)<br />
e(V)<br />
Functions<br />
e(sample)<br />
number of observations<br />
model degrees of freedom<br />
residual degrees of freedom<br />
quantile requested<br />
value of the quantile<br />
sum of absolute deviations<br />
sum of raw deviations<br />
sum of weights<br />
density estimate<br />
sparsity estimate<br />
bandwidth<br />
kernel bandwidth<br />
rank of e(V)<br />
0 if converged; otherwise, return code for why nonconvergence<br />
<strong>qreg</strong><br />
command as typed<br />
name of dependent variable<br />
bandwidth method; hsheather, bofinger, or chamberlain<br />
density estimation method; fitted, residual, or kernel<br />
kernel function<br />
weight type<br />
weight expression<br />
vcetype specified in vce()<br />
title used to label Std. Err.<br />
b V<br />
program used to implement predict<br />
predictions disallowed by margins<br />
coefficient vector<br />
variance–covariance matrix of the estimators<br />
marks estimation sample
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