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Re: st: RE: bootstraping with qreg bsqreg and sqreg


From   Rijo John <rijo@igidr.ac.in>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: bootstraping with qreg bsqreg and sqreg
Date   Thu, 24 Jun 2004 23:48:36 +0530 (IST)

Thanks Jean and Nick.

The method suggested by Jean is still giving me the same kind of
problem I had cited. I guess if it is due to just the randomness in boot
strapping that would be solved if I change my present number of iteration
from 20 to say, some 300 or 500.

Thanks anyways...
Rijo John.

On Thu, 24 Jun 2004, jean ries wrote:

:You should set the seed to an identical value before running each of these
:commands (see -help seed-):
:. set seed 123
:. first_command
:. set seed 123
:. second_command
:. set seed 123
:. third_command
:
:--jean
:
:
:> Dear Nick, thanks for your response.
:>
:> I dont know if I should conclude that it is because of the randomness
:> that we expect. For example for one of the variable I am getting  a std
:> error
:> of .1238498 in method 2 but .0903295 in method 3 which is causing a shift
:> in p value from 0.101 to 0.025. Is that strange? If we are to take a
:> decision on the significance of a coefficient based on the P-value which
:> p-value (among the three we get) should we accept?
:>
:> Thanks,
:> Rijo John.
:>
:> On Thu, 24 Jun 2004, Nick Cox wrote:
:>
:> :You mean differing other than because of
:> :randomness?
:> :
:> :Nick
:> :n.j.cox@durham.ac.uk
:> :
:> :Rijo John
:> :
:> :>  I was doing a bootstrapping exercise for the same quantile
:> :> regression in
:> :> three ways.
:> :> 1)	bs "qreg y x1 x2 x3....x22" "_b[x1] _b[x2]...._b[x22] _[_const],
:> :> 	reps(20)
:> :> 2)	sqreg y x1 x2 ...... x22
:> :> 3)	bsqreg y x1 x2 ......x22
:> :>
:> :> Why am I getting different bootstrap standard errors in each
:> :> one of this
:> :> method? The stata help says these methods are same. The
:> :> coefficients I am
:> :> getting are same though. Can anyone tell me which one of this is to be
:> :> accepted or most widely used?
***************************************************
Rijo.M.John,Research Scholar
Indira Gandhi Institute of Developement Research,
Film City Road, Goregaon East,
Mumbai, India-400065.
contact: (+91)9892412476




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