QRESID: Stata module to compute randomized quantile residuals for regression diagnostics

Percy Soto-Becerra ()
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Percy Soto-Becerra: Universidad Privada del Norte, Lima, Peru

Statistical Software Components from Boston College Department of Economics

Abstract: qresid implements randomized quantile residuals (Dunn-Smyth residuals) for regression diagnostics in supported independent regression models in Stata. The package is intended for generalized linear and related models where conventional residuals may be difficult to interpret. These residuals are also known as probability integral transform (PIT) residuals on the normal scale; for discrete outcomes, the randomized version is commonly called a randomized quantile residual (RQR).

Language: Stata
Requires: Stata version 15
Keywords: quantile estimation; residuals; Dunn-Smyth residuals (search for similar items in EconPapers)
Date: 2026-05-11
Note: This module should be installed from within Stata by typing "ssc install qresid". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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http://fmwww.bc.edu/repec/bocode/q/qresid.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qresid.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qresid_examples.do sample do-file (text/plain)

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