topic Re: Has anyone attempted to use jittering to accomodate quantile regression with count data in SAS Forecasting and Econometrics https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Has-anyone-attempted-to-use-jittering-to-accomodate-quantile/m-p/152258#M955 <HTML><HEAD></HEAD><BODY><P>Would it be possible to do a quantile regression of the log(counts)?&nbsp; Back before there were special procedures for regression of count data, that was a standard technique.&nbsp; For example, here's a log-linear analysis of (the mean of) count data by using PROC GENMOD: <A href="http://support.sas.com/documentation/cdl/en/statug/66859/HTML/default/viewer.htm#statug_genmod_examples07.htm" title="http://support.sas.com/documentation/cdl/en/statug/66859/HTML/default/viewer.htm#statug_genmod_examples07.htm">SAS/STAT(R) 13.1 User's Guide</A></P></BODY></HTML> Mon, 02 Jun 2014 16:51:02 GMT Rick_SAS 2014-06-02T16:51:02Z Has anyone attempted to use jittering to accomodate quantile regression with count data https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Has-anyone-attempted-to-use-jittering-to-accomodate-quantile/m-p/152257#M954 <HTML><HEAD></HEAD><BODY><P>I&nbsp; have count data and am interested in quantile regression. There has been some work in this area using ' jittering'&nbsp; which adds a random uniform component to values creating a continuous dependent variable which can then be used in QR. I'm not sure how this impacts things like standard errors etc. There are packages in R and Stata that handle this, but I'm curious if anyone has attemtped this in SAS or has any suggestions. A couple references:</P><P></P><P><SPAN style="mso-bidi-language: AR-SA; mso-fareast-language: EN-US; mso-bidi-font-family: 'Times New Roman'; color: #222222; font-size: 11.5pt; mso-ansi-language: EN-US; mso-fareast-theme-font: minor-latin; font-family: 'Georgia','serif'; mso-fareast-font-family: Calibri;"><STRONG>Reforming health care: Evidence from quantile<BR />regressions for counts<BR /><BR />Rainer Winkelmann<BR /><BR />Journal of Health Economics 25 (2006) 131–145</STRONG></SPAN><SPAN style="color: #222222; font-family: 'Georgia','serif'; font-size: 11.5pt; mso-fareast-font-family: Calibri; mso-fareast-theme-font: minor-latin; mso-bidi-font-family: 'Times New Roman'; mso-ansi-language: EN-US; mso-fareast-language: EN-US; mso-bidi-language: AR-SA;"> <BR /><BR /><EM>"Basically, the approach transforms the discrete data problem into a<BR />continuous data problem by adding a random uniform variable to each count. The<BR />quantile regression functions of the transformed variable can then be estimated<BR />using standard quantile regression software. To interpret the results, one can<BR />compare the freely estimated quantile functions to those implied by the<BR />respective Poisson or negative binomial estimates in order to detect excess<BR />sensitivity in specific parts of the distribution, such as the lower or upper<BR />tails."</EM><BR /><BR />See also:<EM> </EM><BR /><BR /><STRONG>Machado, J.A.F. and Santos Silva, J.M.C. (2005), Quantiles for Counts,<BR />Journal of the American Statistical Association, vol. 100, no. 472, pp. 1226-1237.</STRONG><BR /><BR /><BR /></SPAN></P></BODY></HTML> Fri, 09 May 2014 16:14:33 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Has-anyone-attempted-to-use-jittering-to-accomodate-quantile/m-p/152257#M954 SlutskyFan 2014-05-09T16:14:33Z Re: Has anyone attempted to use jittering to accomodate quantile regression with count data https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Has-anyone-attempted-to-use-jittering-to-accomodate-quantile/m-p/152258#M955 <HTML><HEAD></HEAD><BODY><P>Would it be possible to do a quantile regression of the log(counts)?&nbsp; Back before there were special procedures for regression of count data, that was a standard technique.&nbsp; For example, here's a log-linear analysis of (the mean of) count data by using PROC GENMOD: <A href="http://support.sas.com/documentation/cdl/en/statug/66859/HTML/default/viewer.htm#statug_genmod_examples07.htm" title="http://support.sas.com/documentation/cdl/en/statug/66859/HTML/default/viewer.htm#statug_genmod_examples07.htm">SAS/STAT(R) 13.1 User's Guide</A></P></BODY></HTML> Mon, 02 Jun 2014 16:51:02 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Has-anyone-attempted-to-use-jittering-to-accomodate-quantile/m-p/152258#M955 Rick_SAS 2014-06-02T16:51:02Z