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RE: st: qreg SEs


From   "Shinkyu Yang" <skyang@stern.nyu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: qreg SEs
Date   Wed, 26 Feb 2003 19:49:54 -0500

If it is NOT satisfactory, then why don't YOU make it satisfactory,
Ricardo Ovaldia? 

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.

Skyang 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Ricardo
Ovaldia
Sent: Wednesday, February 26, 2003 5:58 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: qreg SEs

--- Shinkyu Yang <skyang@stern.nyu.edu> 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
detail 

> Please do tell me more, thank you!

--- Shinkyu Yang <skyang@stern.nyu.edu> 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.

Best,
Ricardo.


=====
Ricardo Ovaldia, MS
Statistician 
Oklahoma City, OK

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