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st: questions about quantile regresion


From   Shige Song <sgsong@ucla.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: questions about quantile regresion
Date   Sun, 20 Oct 2002 17:13:22 -0700

Dear All,

I am trying to using quantile regression to explore age pattern at first marriage. I have two questions when I read through the Stata Manual. First of all, Stata's quantile regression facilities do not handle probability (sampling) weight. "Qreg" only handle "fweight" and "aweight" while "sqreg", "bsqreg", and "iqreg" do not allow weighting of any kind. My sample contains two parts with one part being over-sampled (1:4), so I really need to use some sort of weighting scheme to adjust this, any suggestions?

My second question is about censoring. Based on my understanding, there are two kinds of censoring here. First, not everybody get married eventually. Second, for the very young cohort (e.g. those who are at their 20s at the time of interview), large proportion of them do not have an age at first marriage because they have not been married (although most of them eventually will). Is it possible to handle this using quantile regression? Can Stata do it?

Thanks in advance!


Shige Song
Department of Sociology, UCLA

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