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QUANTILESETS: Stata module for quantile sets for selected probability levels

Author

Listed:
  • Nicholas J. Cox

    (Durham University)

Programming Language

Abstract

quantilesets computes percentile or quantile sets. It is a wrapper for the Mata function quantile() added to Stata 19.50 on 12 November 2025. The help for quantile() and the corresponding manual entry should be consulted for more detail. Typically the user will specify one or more probability levels between 0 and 1 inclusive using the required option prob(). There are two syntaxes, for variables and for groups of observations. quantilesets by default lists its results. Although saving to a permanent dataset is optional, that is the intended key to many useful applications, graphical and otherwise.

Suggested Citation

  • Nicholas J. Cox, 2025. "QUANTILESETS: Stata module for quantile sets for selected probability levels," Statistical Software Components S459542, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459542
    Note: This module should be installed from within Stata by typing "ssc install quantilesets". 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.
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    File URL: http://fmwww.bc.edu/repec/bocode/q/quantilesets.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/_/_quantile.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/q/quantilesets.sthlp
    File Function: help file
    Download Restriction: no
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