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Re: st: questions about quantile regresion


From   Shige Song <sgsong@ucla.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: questions about quantile regresion
Date   Sun, 20 Oct 2002 21:50:40 -0700


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.

Best,
cd



________________________________________________________________

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
Email: constantine.daskalakis@mail.tju.edu
Webpage: http://www.kcc.tju.edu/Science/SharedFacilities/Biostatistics

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Dear Constantine,

I agree with you that time to first marriage is a typical survival analysis problem and there are plenty of facilities to deal with it, either under some parametric distributional assumption or under the assumption of proportional hazard. But I am interested in comparing the different behaviors of different parts of the distribution, say, the the 10th quantile vs. the 90th quantile and whether covariates have different effects on them. It is this comparison that is of direct interest to my research and leads me to quantile regression.

As for the comparison across groups you mentioned, I only know you can do this with logistic regression but I don't know whether you can do the same thing with quantile regression. Could you give me some reference on this? Thanks a lot!

Best,

Shige Song
Department of Sociology, UCLA

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