Stata Command: itvalpctile.ado
Estimation of interval-valued percentiles (quantiles) for interval-valued data based on Beresteanu and Sasaki (2021). Use it when you have interval-valued data as is often the case with survey and questionnaire responses and want to estimate its interval-valued percentiles (quantiles) together with their confidence sets.
Installation:
. ssc install itvalpctile
Usage:
. use "CHTdata_extract10percent.dta"
. itvalpctile lower upper
. itvalpctile lower upper, pl(25) ph(75) np(11)
. itvalpctile lower upper, conditional(v2) location(0.05)
. itvalpctile lower upper if v1 == 40
Help:
. help itvalpctile
Reference: Beresteanu, A. and Y. Sasaki (2021) Quantile Regression with Interval Data. Econometric Reviews (Special Issue Honoring Cheng Hsiao), 40 (6): 562-583. Paper