Logistic quantile regression in Stata

Stata Journal

Volumn 11, Issue 3, 2011, Pages 327-344

  Orsini, Nicola ^a   Bottai, Matteo ^a,b  

^a KAROLINSKA INSTITUTE   (Sweden)

^b UNIVERSITY OF SOUTH CAROLINA   (United States)

Author keywords

Bounded outcomes; Logistic quantile regression; Lqreg; Lqregplot; Lqregpred; Robust regression; st0231

Indexed keywords

EID: 80053992691     PISSN: 1536867X     EISSN: None     Source Type: Journal    
DOI: 10.1177/1536867x1101100301     Document Type: Article

References (11)

1. Baum, C. F. 2008. Stata tip 63: Modeling proportions. Stata Journal 8: 299-303.
2. Bottai, M., B. Cai, and R. E. McKeown. 2010. Logistic quantile regression for bounded outcomes. Statistics in Medicine 29: 309-317.
3. Buchinsky, M. 1995. Estimating the asymptotic covariance matrix for quantile regression models: A Monte Carlo study. Journal of Econometrics 68: 303-338.
4. Buis, M. L., N. J. Cox, and S. P. Jenkins. 2011. betafit: Stata module to fit a twoparameter beta distribution. Statistical Software Components S435303, Department of Economics, Boston College. http://ideas.repec.org/c/boc/bocode/s435303.html.
5. Gould, W. 1992. sg11.1: Quantile regression with bootstrapped standard errors. Stata Technical Bulletin 9: 19-21. Reprinted in Stata Technical Bulletin Reprints, vol. 2, pp. 137-139. College Station, TX: Stata Press.
6. Koenker, R. 2005. Quantile Regression. New York: Cambridge University Press.
7. Koenker, R., and G. Bassett, Jr. 1978. Regression quantiles. Econometrica 46: 33-50.
8. Orsini, N., B. RashidKhani, S.-O. Andersson, L. Karlberg, J.-E. Johansson, and A. Wolk. 2006. Long-term physical activity and lower urinary tract symptoms in men. Journal of Urology 176: 2546-2550.
9. Papke, L. E., and J. M. Wooldridge. 1996. Econometric methods for fractional response variables with an application to 401(K) plan participation rates. Journal of Applied Econometrics 11: 619-632.
10. Rogers, W. H. 1992. sg11: Quantile regression standard errors. Stata Technical Bulletin 9: 16-19. Reprinted in Stata Technical Bulletin Reprints, vol. 2, pp. 133-137. College Station, TX: Stata Press.
11. Smithson, M., and J. Verkuilen. 2006. A better lemon squeezer? Maximum-likelihood regression with beta-distributed dependent variables. Psychological Methods 11: 54-71.