QUANTILESETS: Stata module for quantile sets for selected probability levels

Nicholas Cox

Statistical Software Components from Boston College Department of Economics

Abstract: quantilesets computes percentile or quantile sets. It is a wrapper for the Mata function quantile() added to Stata 19.50 on 12 November 2025. The help for quantile() and the corresponding manual entry should be consulted for more detail. Typically the user will specify one or more probability levels between 0 and 1 inclusive using the required option prob(). There are two syntaxes, for variables and for groups of observations. quantilesets by default lists its results. Although saving to a permanent dataset is optional, that is the intended key to many useful applications, graphical and otherwise.

Language: Stata
Requires: Stata version 19.5
Keywords: summary statistics; percentiles; quantiles; graphics (search for similar items in EconPapers)
Date: 2025-11-22
Note: This module should be installed from within Stata by typing "ssc install quantilesets". 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/q/quantilesets.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_quantile.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/q/quantilesets.sthlp help file (text/plain)

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