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MQGAMMA: Stata module to estimate quantiles of potential-outcome distributions

Author

Listed:
  • David M. Drukker

    (StataCorp LP)

Programming Language

Stata

Abstract

The -mqgamma- command estimates the quantiles of the potential-outcome distributions for each treatment level from censored observational data in which the dependent variable is inherently positive, such as time-to-event data and health-expenditure data. Differences in these marginal quantiles are quantile treatment effects. The implemented estimator is a regression-adjustment type estimator based on a two-parameter gamma distribution for each potential outcome.

Suggested Citation

  • David M. Drukker, 2014. "MQGAMMA: Stata module to estimate quantiles of potential-outcome distributions," Statistical Software Components S457854, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457854
    Note: This module should be installed from within Stata by typing "ssc install mqgamma". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/m/mqgamma.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mqgamma.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mqgamma_p.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/g/gmm_mqg.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mqgamma.do
    File Function: sample do-file
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mqgamma_exercise.dta
    File Function: sample data file
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