CDFQUANTREG01: Stata module for estimating generalized linear models for doubly-bounded random variables with finite-tailed cdf-quantile distributions

Michael Smithson ()
Additional contact information
Michael Smithson: Australian National University

Statistical Software Components from Boston College Department of Economics

Abstract: cdfquantreg01 estimates generalized linear models with finite-tailed cdf-quantile distributions for doubly-bounded random variables. It assumes that the dependent variable's values are in the [0,1] interval, i.e., it can handle zeros and ones in the data. These two- and three-parameter distributions are especially useful for modeling quantiles, and have very flexible shapes. They enable a wide variety of quantile regression models with predictors for the location, skew, and dispersion parameters, and simple interpretations of those parameters. Users may specify separate submodels for the location, skew, and dispersion parameters, with different or overlapping sets of predictors in each.

Language: Stata
Requires: Stata version 15
Keywords: generalized linear models; binary random variables; cdf-quantile distributions (search for similar items in EconPapers)
Date: 2023-02-01
Note: This module should be installed from within Stata by typing "ssc install cdfquantreg01". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://repec.org/bocode/c/cdfquantreg01.ado program code (text/plain)
http://repec.org/bocode/c/cdfquantreg01.sthlp help file (text/plain)
http://repec.org/bocode/a/asinhasinhinnerv2.ado program code (text/plain)
http://repec.org/bocode/a/asinhasinhinnerv3.ado program code (text/plain)
http://repec.org/bocode/a/asinhasinhinnerw2.ado program code (text/plain)
http://repec.org/bocode/a/asinhasinhinnerw3.ado program code (text/plain)
http://repec.org/bocode/a/asinhasinhouterv2.ado program code (text/plain)
http://repec.org/bocode/a/asinhasinhouterv3.ado program code (text/plain)
http://repec.org/bocode/a/asinhasinhouterw2.ado program code (text/plain)
http://repec.org/bocode/a/asinhasinhouterw3.ado program code (text/plain)
http://repec.org/bocode/a/asinhcauchyinnerv2.ado program code (text/plain)
http://repec.org/bocode/a/asinhcauchyinnerv3.ado program code (text/plain)
http://repec.org/bocode/a/asinhcauchyinnerw2.ado program code (text/plain)
http://repec.org/bocode/a/asinhcauchyinnerw3.ado program code (text/plain)
http://repec.org/bocode/a/asinhcauchyouterv2.ado program code (text/plain)
http://repec.org/bocode/a/asinhcauchyouterv3.ado program code (text/plain)
http://repec.org/bocode/a/asinhcauchyouterw2.ado program code (text/plain)
http://repec.org/bocode/a/asinhcauchyouterw3.ado program code (text/plain)
http://repec.org/bocode/c/cauchitasinhinnerv2.ado program code (text/plain)
http://repec.org/bocode/c/cauchitasinhinnerv3.ado program code (text/plain)
http://repec.org/bocode/c/cauchitasinhinnerw2.ado program code (text/plain)
http://repec.org/bocode/c/cauchitasinhinnerw3.ado program code (text/plain)
http://repec.org/bocode/c/cauchitasinhouterv2.ado program code (text/plain)
http://repec.org/bocode/c/cauchitasinhouterv3.ado program code (text/plain)
http://repec.org/bocode/c/cauchitasinhouterw2.ado program code (text/plain)
http://repec.org/bocode/c/cauchitasinhouterw3.ado program code (text/plain)
http://repec.org/bocode/c/cauchitcauchyinnerv2.ado program code (text/plain)
http://repec.org/bocode/c/cauchitcauchyinnerv3.ado program code (text/plain)
http://repec.org/bocode/c/cauchitcauchyinnerw2.ado program code (text/plain)
http://repec.org/bocode/c/cauchitcauchyinnerw3.ado program code (text/plain)
http://repec.org/bocode/c/cauchitcauchyouterv2.ado program code (text/plain)
http://repec.org/bocode/c/cauchitcauchyouterv3.ado program code (text/plain)
http://repec.org/bocode/c/cauchitcauchyouterw2.ado program code (text/plain)
http://repec.org/bocode/c/cauchitcauchyouterw3.ado program code (text/plain)
http://repec.org/bocode/c/cdfquantreg01.ado program code (text/plain)
http://repec.org/bocode/c/cdfquantreg01.sthlp help file (text/plain)
http://repec.org/bocode/c/cdfquantreg01_margins.sthlp help file (text/plain)
http://repec.org/bocode/c/cdfquantreg01_mf.ado program code (text/plain)
http://repec.org/bocode/c/cdfquantreg01_p.ado program code (text/plain)
http://repec.org/bocode/c/cdfquantreg01_postestimation.sthlp help file (text/plain)
http://repec.org/bocode/t/t2t2innerv2.ado program code (text/plain)
http://repec.org/bocode/t/t2t2innerv3.ado program code (text/plain)
http://repec.org/bocode/t/t2t2innerw2.ado program code (text/plain)
http://repec.org/bocode/t/t2t2innerw3.ado program code (text/plain)
http://repec.org/bocode/t/t2t2outerv2.ado program code (text/plain)
http://repec.org/bocode/t/t2t2outerv3.ado program code (text/plain)
http://repec.org/bocode/t/t2t2outerw2.ado program code (text/plain)
http://repec.org/bocode/t/t2t2outerw3.ado program code (text/plain)
http://repec.org/bocode/y/YoonData2.dta program code (text/plain)
http://repec.org/bocode/s/Stata_FTCDFQ_Distributions_Vignette.pdf documentation (application/pdf)

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