Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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

From   Ricardo Ovaldia <>
Subject   Re: st: RE: Interpreting qreg results - Does anyone know?
Date   Tue, 25 Feb 2003 06:45:42 -0800 (PST)

--- Nick Cox <> in reply to my
post asking if -qreg mpg foreign- followed by
-test foreign- tests the null that the MEDIANS of the
two groups (foreign and domestic)are the same? wrote:

> 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. 

Now, if I include another variable in the model such
as -price-, in the case of linear regression I can
interpret the results from -test foreign- as a ttest
of foreign adjusted for -price-. Does this
interpretation also applies to -qreg- except with
respect to medians? Or is there a better way to
compare adjusted medians?


Do you Yahoo!?
Yahoo! Tax Center - forms, calculators, tips, more
*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index