Empirical quantiles of a series for each specified group.
Syntax: @quantilesby(x, y[y1, y2, ... yn], q, [s])
x: series
y: series, alpha
q number
s: (optional) sample string or object
Return: series
Returns the
q-th quantile of
x for each group defined by distinct values of y. The quantiles will be computed using the Rankit-Cleveland definition (see
@quantile)
. EViews will use the current or specified workfile sample.
Examples
show @quantilesby(x, g1, g2, 0.25)
produces a linked series of the by-group 25th percentiles of the series x, where members of the same group have identical values for both g1 and g2.
Cross-references