MQGAMMA: Stata module to estimate quantiles of potential-outcome distributions

David Drukker

Statistical Software Components from Boston College Department of Economics

Abstract: The -mqgamma- command estimates the quantiles of the potential-outcome distributions for each treatment level from censored observational data in which the dependent variable is inherently positive, such as time-to-event data and health-expenditure data. Differences in these marginal quantiles are quantile treatment effects. The implemented estimator is a regression-adjustment type estimator based on a two-parameter gamma distribution for each potential outcome.

Language: Stata
Requires: Stata version 13
Keywords: mqgamma; casual inference; treatment effects; quantile estimation (search for similar items in EconPapers)
Date: 2014-06-21
Note: This module should be installed from within Stata by typing "ssc install mqgamma". 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://fmwww.bc.edu/repec/bocode/m/mqgamma.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mqgamma.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mqgamma_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gmm_mqg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mqgamma.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mqgamma_exercise.dta sample data file (application/x-stata)

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