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st: RE: Estimating sqreg without a constant


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Estimating sqreg without a constant
Date   Fri, 25 Jun 2004 14:03:22 -0500

Puja,

Could you not add the value of the constant to the estimated dummy variables
(where the dropped dummy variable takes on the value of the constant)?

For example, the following creates a new variable of the fixed-effect for
each company:

use http://www.stata-press.com/data/r8/grunfeld.dta
xi  i.com
qui qreg invest mvalue kstock _I*,
gen fe = .
forv i =  1/10 {
     qui replace fe = _b[_Icompany_`i'] + _b[_cons] if company == `i'
     *local j = `j' +1
}
replace fe =_b[_cons] if company == 1

tabdisp company, c(fe)

 
Scott


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Puja Vasudeva
Sent: Wednesday, June 23, 2004 7:43 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Estimating sqreg without a constant

Dear Statalisters,

I am trying to estimate a quantile regression of wages on a host of 
explanatory variables but without a constant term. The explanatory 
variables include the full set of industry dummies that serve as fixed 
effects in the absence of a constant. The primary motivation is to obtain 
an inter-quantile range for industry dummies.

I have looked at the qreg and sqreg and tried to modify the ado files 
(saved separately from the original ado-files) by including the noconstant 
option after the regress commands but I'm not sure this is correct and can 
find no way to check this. Would be very grateful for suggestions!

Puja


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