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Re: st: qreg SEs


From   Marcello Pagano <pagano@hsph.harvard.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: qreg SEs
Date   Wed, 26 Feb 2003 20:08:17 -0500

OK.  A little quieter reasoning will achieve a lot more.
There seems to be a miscommunication here.  Please try and
understand what each other is saying before answering.

Thank you both,

m.p.


Shinkyu Yang wrote:
> 
> 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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