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RE: st: qreg SEs
If it is NOT satisfactory, then why don't YOU make it satisfactory,
I am quite puzzled why you CANNOT contribute but can blame others? I
did NOT accuse anything but just stated my experience.
BTW, I did NOT say that ALL Stata's SEs are hardly correct.
[mailto:email@example.com] On Behalf Of Ricardo
Sent: Wednesday, February 26, 2003 5:58 PM
Subject: Re: st: qreg SEs
--- Shinkyu Yang <firstname.lastname@example.org> first wrote
that the way Stata computes SE was incorrect:
> As far as I know, qreq does not produce the right
> SEs. There are several ways to construct standard
> error. I will tell further if you cannot find ways
> to construct SEs.
Frank Eaton <FEaton@NFOCFgroup.com> ask for more
> Please do tell me more, thank you!
--- Shinkyu Yang <email@example.com> then wrote:
> As others already mentioned, Reference qreg part
> explains bootstrap
> method to construct SEs. My experience told me that
> the Stata's SEs
> were hardly correct.
This is NOT satisfactory, Shinkyu Yang, you stated
that Stata's SE are wrong but do not provide any
supporting evidence. This leaves us, who routinely use
-qreg-, wandering if you are correct and Stata is
wrong or what? If Stata is computing incorrect SE, I
and I'm sure Stata, would want to know this.
I think that is a terrible disservice to Stata and
users to state on this list that something is computed
incorrectly without providing adequate evidence.
Ricardo Ovaldia, MS
Oklahoma City, OK
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