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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 00:57:41 -0400

Sorry Fatma

After a second thought i think I misread your email. The code i sent
you doesn't work with parameters, but with means for one variable by
gropus (which could be quintiles of a variable). I'm a little bit
confused as to what is the estimation that you performed before?

best
robert


On Fri, 15 Oct 2004 00:31:12 -0400, Robert Duval <rduval@gmail.com> wrote:
> 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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> > *
> > *   For searches and help try:
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> >
>
*
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