Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: URGENT! testing the equality of coefficients across quantiles


From   Robert Duval <[email protected]>
To   [email protected]
Subject   Re: st: URGENT! testing the equality of coefficients across quantiles
Date   Fri, 15 Oct 2004 00:31:12 -0400

One option is to do one-way analysis of variance... see comand
oneway... your code might look like

on y_var quantile_var, tabulate

cheers,
robert

On Thu, 14 Oct 2004 17:41:42 +0300, fatma bircan <[email protected]> wrote:
> Fatma Bircan
> Middle East Technical University
> Department of Economics
> 210-2032
> 
> ------ Forwarded message -------
> 
> From: fatma bircan <[email protected]>
> Reply-to: [email protected]:
> [email protected]
> Date: Thu, 14 Oct 2004 17:18:40 +0300
> 
> Fatma Bircan
> Middle East Technical University
> Department of Economics
> 210-2032
> 
> How do I tset the equality of parameters across quantiles .
> 
> I tried the following
> 
> test [q10=q25=q50=q75=q90]:   yrschl
> 
> ( 1)  [q10]yrschl - [q25]yrschl = 0
> ( 2)  [q10]yrschl - [q50]yrschl = 0
> ( 3)  [q10]yrschl - [q75]yrschl = 0
> ( 4)  [q10]yrschl - [q90]yrschl = 0
> 
>       F(  4,  5806) =    5.09
>            Prob > F =    0.0004
> 
> But it doesnt give all the combinations. I f I specify all the
> combinations then the df changes. What should I do?
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index