Please could anyone tell how to plots the same graphs after quantile regression? I have tried to plots with "grqreg" command but i got different graphs. Please help me thanks.
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sysuse auto, clear sqreg price weight length foreign, quantile(.1 .2 .3 .4 .5 .6 .7 .8 .9) reps(100) preserve gen q = _n*10 in 1/9 foreach var of varlist weight length foreign { gen _b_`var' = . gen _lb_`var' = . gen _ub_`var' = . local i = 1 foreach q of numlist 10(10)90 { replace _b_`var' = _b[q`q':`var'] in `i' replace _lb_`var' = _b[q`q':`var'] - _se[q`q':`var']*invnormal(.975) in `i' replace _ub_`var' = _b[q`q':`var'] + _se[q`q':`var']*invnormal(.975) in `i++' } } keep q _b_* _lb_* _ub_* keep in 1/9 reshape long _b_ _lb_ _ub_, i(q) j(var) string set scheme s1color twoway rarea _lb_ _ub_ q, astyle(ci) yline(0) acolor(%90) || /// line _b_ q, /// by(var, yrescale xrescale note("") legend(at(4) pos(0))) /// legend(order(2 "effect" /// 1 "95% confidence" "interval") /// cols(1)) /// ytitle(effect on percentile of price) /// ylab(,angle(0) format(%7.0gc)) /// xlab(10(10)90) xtitle(percentile of price) restore
sysuse auto, clear sqreg price weight length foreign, quantile(.1 .2 .3 .4 .5 .6 .7 .8 .9) reps(100) preserve gen q = _n*10 in 1/9 foreach var of varlist weight length foreign { gen _b_`var' = . gen _lb_`var' = . gen _ub_`var' = . local i = 1 foreach q of numlist 10(10)90 { replace _b_`var' = _b[q`q':`var'] in `i' replace _lb_`var' = _b[q`q':`var'] - _se[q`q':`var']*invnormal(.975) in `i' replace _ub_`var' = _b[q`q':`var'] + _se[q`q':`var']*invnormal(.975) in `i++' } } keep q _b_* _lb_* _ub_* keep in 1/9 reshape long _b_ _lb_ _ub_, i(q) j(var) string set scheme s1color twoway rarea _lb_ _ub_ q, astyle(ci) yline(0) acolor(%90) || /// line _b_ q, /// by(var, yrescale xrescale note("") legend(at(4) pos(0))) /// legend(order(2 "effect" /// 1 "95% confidence" "interval") /// cols(1)) /// ytitle(effect on percentile of price) /// ylab(,angle(0) format(%7.0gc)) /// xlab(10(10)90) xtitle(percentile of price) restore
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