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Estimating Quantile on Quantile using QARDL model for nonstationary variables in STATA

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Quantile on quantile regression model is gaining popularity in providing distribution-based estimates between two variables. But most of the studies have applied quantile on quantile using quantile regression in long timeseries data without accounting for the non stationarity for the variables. This blog provides tutorial for the model using Quantile ARDL which makes model robust […]

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Plotting Quantile on Quantile Correlations in Stata

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While estimating quantile on quantile regressions, one must also provide statistical evidence regarding quantile on quantile associations. This blog provides the tutorial to estimate associations changing across quantile on quantile.   The tutorial is available at: https://youtu.be/Gc-CdcnFKrI Codes are as under: clear use “C:\Users\LENOVO\Desktop\qantile PMG model\quantile on quantile on stata\data.dta” tsset time * Generate scalar

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Performign 3sls regression in STATA with Post regression diagnostics

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3SLS regression is used to address the endogeneity between a set of IV and DV using full information method rather than using instruments in 2SLS. This blog provides the codes and tutorial for the 3SLS regression with its diagnostics   The tutorial is available at https://youtu.be/w7aMKkA0c7g Following are the codes: clear use “E:\UMT notes\MPhil –

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Quantilewise Pairwise Association and its Graph in STATA

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Comparing data which is sensitive to distribution position require use of quantile wise regression analysis but very few studies have provided the statistical reasoning for the use of quantile regression. This blog addressed this need using STATA, where you can assess the quantile wise association between the variables and if it is changing it will

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Perform Quantilewise ADF unit root test in STATA

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This module can be used if you are estimating quantile regression or Quantile ARDL in time series data. Since data do not have Quantile ADF test, this tutorial estimate ADF unit root test on different quantile positions and then plot its variations. You can see tutorial at: https://youtu.be/hCBiHQN6-PE clear use “C:\Users\LENOVO\Desktop\quantile PMG model\quantile on quantile

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Estimating Quantile on Quantile Regression In Stata

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Quantile on Quantile regression is a simple regression of one independent variable in quantile regression method. In this method several quantile positions are provided for independent variable and then quantile regressed against several quantile positions of dependent variable. This this regression provides distribution robust effects. You can learn its interpretations in following papers. Hassan, M.

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Chapter 2 – Estimating Advanced Multicollinearity Solution Models using R

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When there is high multicollinearity confirmed between the independent variables and you are forced to include all of them in the model, it will lead to over estimated regression coefficients. Since they are changed, now they are biased. This is because high collinearity makes inverse of the matrix bigger. This tutorial provides guidance to estimate

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