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st: RE: Interpreting qreg results - Does anyone know?


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Interpreting qreg results - Does anyone know?
Date   Mon, 24 Feb 2003 19:16:07 -0000

Ricardo Ovaldia
> 
> Dear all;
> 
> Linear regression results, for a dichotomous variable,
> are comparable to those of a ttest. That is if I
> regress
> 
> . regress  mpg foreign
> 
> The model F(1,72) =  13.18, Prob > F =  0.0005
> 
> as expected, is the same as that obtained from the
> t-test. That is, the t-test and the above regress
> tests the null that the means of the two groups
> (foreign and domestic)are the same.
> 
> Can I interpret the results from -qreg- in the same
> way. If I type
> 
> . qreg mpg foreign
> 
> followed by
> . test foreign
> 
> does this test the null that the MEDIANS of the two
> groups (foreign and domestic)are the same?

No one picked this up the first time it was asked. 

I'll stick my neck out here. 

1. Yes, in this circumstance it bears this interpretation
given the relationship between the median and minimising
sums of absolute deviations. 

2. But it's not a test that I would want to run with. 
The double exponential model, while a numerically tractable and 
appropriate model to work with when being moderately pessimistic 
about the tails of an error distribution, is not often 
a very realistic model when comparing two data distributions. 

Nick 
n.j.cox@durham.ac.uk 
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