Dear Statalisters,

I want to estimate centiles for a single observation after using a finite mixture model (Mixture of 4 Gaussians/normal distributions).

The aim is to graph those values later on.

Below I do the same for an OLS regression and a Quantile Regression.

First I expand the data set by 99 to calculate 99 centiles for each observation

Id2 is the identifier for an observation and idq the quantile.

For the OLS regression I simply take the point estimate and add the centile of the residual.

For the Quantile regression I use the predicted value for the given quantile directly.

My question is: How do I proceed the same way if I have estimated classprobabilities, classpostprobabilities and point estimates given a latent class for each observation. As for OLS the assumption of normality within each group holds.

I'm stuck but somehow I should be able to

1. estimate the parameters of the normal distributions

2. calculate the centiles for a given observation by knowing the classprobabilities for the given observation and the parameters of the normal distributions.

E.g. twoway kdensity OLSden if id2==1 || kdensity QRden if id2==1 would be the predicted density of observation 1 by an OLS regression and by a Quantile regression.

Any help is appreciated.

Kind regards

Steffen Plützke

I want to estimate centiles for a single observation after using a finite mixture model (Mixture of 4 Gaussians/normal distributions).

The aim is to graph those values later on.

Below I do the same for an OLS regression and a Quantile Regression.

First I expand the data set by 99 to calculate 99 centiles for each observation

Id2 is the identifier for an observation and idq the quantile.

For the OLS regression I simply take the point estimate and add the centile of the residual.

For the Quantile regression I use the predicted value for the given quantile directly.

My question is: How do I proceed the same way if I have estimated classprobabilities, classpostprobabilities and point estimates given a latent class for each observation. As for OLS the assumption of normality within each group holds.

I'm stuck but somehow I should be able to

1. estimate the parameters of the normal distributions

2. calculate the centiles for a given observation by knowing the classprobabilities for the given observation and the parameters of the normal distributions.

Code:

regress $y3 $x1 $x2 $x3 $x4 predict OLS predict OLSres, res gen id2 = _n expand 99 gen QRden = . gen OLSden = . gen FRMden = . bysort id2: gen idq = _n forvalues q=1/99{ local fq = `q'/100 qui qreg $y3 $x1 $x2 $x3 $x4 if idq==1, q(`q') capture drop aux predict aux replace QRden = aux if idq==`q' qui centile OLSres, centile(`q') replace OLSden = OLS + r(c_1) if idq==`q' }

Any help is appreciated.

Kind regards

Steffen Plützke