LZQREG: Stata module providing quantile regression to analyze logarithmic relationships with non-positive values in the outcome variable

Jack Fitzgerald ()
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Jack Fitzgerald: VU Amsterdam

Statistical Software Components from Boston College Department of Economics

Abstract: lzqreg fits a quantile regression model where the raw dependent variable, specified in depvar, is transformed with a calibrated extensive margin (CEM) transformation of the form y* = ln(depvar) if depvar > 0; y* = -psi if depvar

Language: Stata
Requires: Stata version 18
Keywords: quantile regression; log transformation (search for similar items in EconPapers)
Date: 2026-06-24
Note: This module should be installed from within Stata by typing "ssc install lzqreg". 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/l/lzqreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lzqreg.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459766

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