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


From   Robert Duval <rduval@gmail.com>
To   statalist@hsphsun2.harvard.edu
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 <bircan@metu.edu.tr> wrote:
> Fatma Bircan
> Middle East Technical University
> Department of Economics
> 210-2032
> 
> ------ Forwarded message -------
> 
> From: fatma bircan <bircan@metu.edu.tr>
> Reply-to: statalist@hsphsun2.harvard.eduTo:
> statalist@hsphsun2.harvard.edu
> 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?
> 
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