qreg - Stata
qreg - Stata qreg - Stata
2 qreg — Quantile regression vceopts denmethod bwidth Description nonparametric density estimation technique bandwidth method used by the density estimator denmethod fitted residual kernel [ (kernel) ] Description use the empirical quantile function using fitted values; the default use the empirical residual quantile function use a nonparametric kernel density estimator; default is epanechnikov bwidth hsheather bofinger chamberlain Description Hall–Sheather’s bandwidth; the default Bofinger’s bandwidth Chamberlain’s bandwidth kernel epanechnikov epan2 biweight cosine gaussian parzen rectangle triangle Description Epanechnikov kernel function; the default alternative Epanechnikov kernel function biweight kernel function cosine trace kernel function Gaussian kernel function Parzen kernel function rectangle kernel function triangle kernel function iqreg options Description Model quantiles(# #) interquantile range; default is quantiles(.25 .75) reps(#) perform # bootstrap replications; default is reps(20) Reporting level(#) nodots display options set confidence level; default is level(95) suppress display of the replication dots control column formats, row spacing, line width, display of omitted variables and base and empty cells, and factor-variable labeling
qreg — Quantile regression 3 sqreg options Description Model quantiles(# [ # [ # . . . ] ] ) estimate # quantiles; default is quantiles(.5) reps(#) perform # bootstrap replications; default is reps(20) Reporting level(#) nodots display options set confidence level; default is level(95) suppress display of the replication dots control column formats, row spacing, line width, display of omitted variables and base and empty cells, and factor-variable labeling bsqreg options Model quantile(#) reps(#) Reporting level(#) display options Description estimate # quantile; default is quantile(.5) perform # bootstrap replications; default is reps(20) set confidence level; default is level(95) control column formats, row spacing, line width, display of omitted variables and base and empty cells, and factor-variable labeling indepvars may contain factor variables; see [U] 11.4.3 Factor variables. by, mi estimate, rolling, and statsby, are allowed by qreg, iqreg, sqreg, and bsqreg; mfp, nestreg, and stepwise are allowed only with qreg; see [U] 11.1.10 Prefix commands. qreg allows fweights, iweights, and pweights; see [U] 11.1.6 weight. See [U] 20 Estimation and postestimation commands for more capabilities of estimation commands. Menu qreg Statistics > Nonparametric analysis > Quantile regression iqreg Statistics > Nonparametric analysis > Interquantile regression sqreg Statistics > Nonparametric analysis > Simultaneous-quantile regression bsqreg Statistics > Nonparametric analysis > Bootstrapped quantile regression Description qreg fits quantile (including median) regression models, also known as least–absolute-value models (LAV or MAD) and minimum L1-norm models. The quantile regression models fit by qreg express the quantiles of the conditional distribution as linear functions of the independent variables.
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<strong>qreg</strong> — Quantile regression 3<br />
s<strong>qreg</strong> options<br />
Description<br />
Model<br />
quantiles(# [ # [ # . . . ] ] ) estimate # quantiles; default is quantiles(.5)<br />
reps(#)<br />
perform # bootstrap replications; default is reps(20)<br />
Reporting<br />
level(#)<br />
nodots<br />
display options<br />
set confidence level; default is level(95)<br />
suppress display of the replication dots<br />
control column formats, row spacing, line width, display of omitted<br />
variables and base and empty cells, and factor-variable labeling<br />
bs<strong>qreg</strong> options<br />
Model<br />
quantile(#)<br />
reps(#)<br />
Reporting<br />
level(#)<br />
display options<br />
Description<br />
estimate # quantile; default is quantile(.5)<br />
perform # bootstrap replications; default is reps(20)<br />
set confidence level; default is level(95)<br />
control column formats, row spacing, line width, display of omitted<br />
variables and base and empty cells, and factor-variable labeling<br />
indepvars may contain factor variables; see [U] 11.4.3 Factor variables.<br />
by, mi estimate, rolling, and statsby, are allowed by <strong>qreg</strong>, i<strong>qreg</strong>, s<strong>qreg</strong>, and bs<strong>qreg</strong>; mfp, nestreg, and<br />
stepwise are allowed only with <strong>qreg</strong>; see [U] 11.1.10 Prefix commands.<br />
<strong>qreg</strong> allows fweights, iweights, and pweights; see [U] 11.1.6 weight.<br />
See [U] 20 Estimation and postestimation commands for more capabilities of estimation commands.<br />
Menu<br />
<strong>qreg</strong><br />
Statistics > Nonparametric analysis > Quantile regression<br />
i<strong>qreg</strong><br />
Statistics > Nonparametric analysis > Interquantile regression<br />
s<strong>qreg</strong><br />
Statistics > Nonparametric analysis > Simultaneous-quantile regression<br />
bs<strong>qreg</strong><br />
Statistics > Nonparametric analysis > Bootstrapped quantile regression<br />
Description<br />
<strong>qreg</strong> fits quantile (including median) regression models, also known as least–absolute-value models<br />
(LAV or MAD) and minimum L1-norm models. The quantile regression models fit by <strong>qreg</strong> express<br />
the quantiles of the conditional distribution as linear functions of the independent variables.
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