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Re: st: Too small standard errors with QREG?


From   Ronán Conroy <rconroy@rcsi.ie>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Too small standard errors with QREG?
Date   Thu, 10 Mar 2005 16:41:19 +0000

Jeannette Wicks-Lim wrote:

Hi,
I've estimated a quantile regression (QREG) which requires an iterative
process to minimize the sum of the absolute residuals. Something strange
happens with my results: the standard errors are extremly small (note that
the CI are points rather than ranges...). Does anyone have any thoughts
about why this might be happening? My model does have in it many variables
(lots of interaction terms) but I don't hink that should be a problem given
the large sample size.

I've seen this happen only a fortnight ago. The solution lay in the scales of the predictor variables, which ranged over 500 units. Your coefficients themselves are extremely small, suggesting that this may be the case with your data as well.

--

Ronan M Conroy (rconroy@rcsi.ie) Senior Lecturer in Biostatistics Royal College of Surgeons Dublin 2, Ireland +353 1 402 2431 (fax 2764) -------------------- Just say no to drug reps http://www.nofreelunch.org/

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