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#XTILE STATA CODE#
If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.įor technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). Although the SSC is not the only source of Stata code for policy analysis and the. If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. when I do xtreg i get positive coefficients for unemployment rate and real interest when using regress its negative which expected to be. independent variables: unemployment rate, real interest,log real income, log real construction cost and cpi. You can help adding them by using this form. Hello everyone, I have panel data of house prices in 50 cities over 2005-2020, i use the dependent variable log real house price. We have no bibliographic references for this item.
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It also allows you to accept potential citations to this item that we are uncertain about. This allows to link your profile to this item. These limitations have always frustrated me and gave me enough motivation to write the following commands. If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. Take the example of the xtile command that is used for creating quantile groups, or the rolling command for rolling window calculations.
#XTILE STATA HOW TO#
See general information about how to correct material in RePEc.įor technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact. Cox Department of Geography Durham University Durham City, UK n.j.coxdurham.ac.uk Plots of time-series data show time on one axis, usually the horizontal or x axis. list pprice in 1/12, sep (0) pctile pprice2 price, nq (10) gen (percent) // gen (). 590592 Stata tip 55: Better axis labeling for time points and time intervals Nicholas J. pctile pprice price, nq (10) // nq () 9,10. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s458321. The Stata Journal (2007) 7, Number 4, pp. You can help correct errors and omissions. I think (1) is probably what you want, but I also think it depends on what you want to do with these categories - a case could be made for (3) in some circumstances (2) is just another way to do (1).All material on this site has been provided by the respective publishers and authors. I think there was a thread on the change in the asset/wealth index computation, but I don't have it handy. Or better said - I think they try to correct in some way, when they are computing the asset scores, for differences in rural and urban areas, and therefore the wealth deciles could be computed from the aggregate data giving you a single wealth decile that spans rural/urban households, and not from the rural/urban groups separately. I am pretty sure that the qreg command supports weights, but I don't think it supports "svy" (which you wouldn't need - you aren't trying to get standard errors here).ģ - I believe that in the newer DHS rounds, they have begun to separately compute the wealth index for rural and urban areas.
#XTILE STATA SERIES#
Xtile dec_urban = hv271 if rural=0, nq(10)Ģ - You can use "qreg" - quantile regression - to find the cut-off points, and assign the deciles yourself with a series of "if wealthindx > cut_a & wealthindex < cut_b" type commands. Xtile dec_rural = hv271 if rural=1, nq(10) my bad - a few alternative possibilities:ġ - Use xtile itself (which supports survey weights), doing rural/urban separately, and then generate a new variable that has the decile for both.