FASTXTILE: Stata module to generate a variable of quantile categories

Michael Stepner

Statistical Software Components from Boston College Department of Economics

Abstract: fastxtile is a drop in replacement for the built-in Stata program xtile. It has the same syntax and produces identical results, but has been optimized to be more computationally efficient. The difference in running time is substantial in large datasets. It also supports computing the quantile boundaries using a random sample of the data. This further increases the speed, but generates approximate quantiles due to sampling error.

Language: Stata
Requires: Stata version 11
Keywords: quantile; xtile (search for similar items in EconPapers)
Date: 2013-10-03, Revised 2014-07-26
Note: This module should be installed from within Stata by typing "ssc install fastxtile". 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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http://fmwww.bc.edu/repec/bocode/f/fastxtile.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fastxtile.sthlp help file (text/plain)

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