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Re: st: questions about quantile regresion

From   Constantine Daskalakis <>
Subject   Re: st: questions about quantile regresion
Date   Sun, 20 Oct 2002 23:16:36 -0400

At 08:13 PM 10/20/02, Shige Song wrote:
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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First, why use -qreg-? Age (time from birth) to first marriage seems to be a typical time-to-event problem. So, you are looking to survival analyses (Kaplan-Meier, Cox, etc). Look at the -st- set of commands in Stata.

Now, as to the weighting, I'm not sure that the survival commands allow weighting either (have never tried it). Certainly, any inferences for the original population will be biased if you don't use the weights. But I don't see why the COMPARISON across groups (say, men vs. women etc) would be a problem without using the weights. For example, in experimental design, we often fix the distribution of predictors to something artificial (eg, clinical trials fix 1:1 ratio between treatment and control) and we don't use any weighting.



Constantine Daskalakis, ScD
Assistant Professor,
Biostatistics Section, Thomas Jefferson University,
125 S. 9th St. #402, Philadelphia, PA 19107
Tel: 215-955-5695
Fax: 215-503-3804

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