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

Michael Smithson ()
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Michael Smithson: Australian National University

Statistical Software Components from Boston College Department of Economics

Abstract: cfquantreg estimates generalized linear models with cdf-quantile distributions for doubly-bounded random variables. It assumes that the dependent variable's values are in the (0,1) interval. These two-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 and dispersion parameters, and simple interpretations of those parameters. Users may specify separate submodels for the location and for the dispersion parameters, with different or overlapping sets of predictors in each.

Language: Stata
Requires: Stata version 13
Keywords: quantile regression; unit interval; location; dispersion (search for similar items in EconPapers)
Date: 2019-10-19
Note: This module should be installed from within Stata by typing "ssc install cdfquantreg". 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/c/cdfquantreg.ado program code (text/plain)
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http://fmwww.bc.edu/repec/bocode/c/cdfquantreg_p.ado program code (text/plain)
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http://fmwww.bc.edu/repec/bocode/t/t2burr8.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cdfquantreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cdfquantreg_margins.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cdfquantreg_postestimation.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/ch6_probguiltstudy1.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/t/testmat1.dta sample data file (application/x-stata)

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