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RE: st: multivariable median regression


From   <ELAZZARI@clinic.ub.es>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: multivariable median regression
Date   Sat, 23 Apr 2005 17:11:58 +0200

Thank you Joe,
 
Actually, I use the bsqreg. I couldn't find any reference to which test I can use to compare nested models (for ex. the full model with a model without a variable). I can't apply a loglikelihood ratio test, since there's no likelihood estimation. I was wondering about an F test, based on the median regression's pseudo R2, but I couldn't work it out. 
So, any help is greatly appreciated.
 
Elisa
 
 
-----Mensaje original----- 
De: Jhilbe@aol.com [mailto:Jhilbe@aol.com] 
Enviado el: vie 22/04/2005 23:19 
Para: statalist@hsphsun2.harvard.edu 
CC: 
Asunto: Re: st: multivariable median regression



	You asked about how to run a multivariate median regression. Isn't this  the
	same as Stata's qreg command. If you  type
	. search median  regression
	at the Stata prompt, a lists of references appears. One reference  is for a
	Frequently Asked Questions source related to qreg. Here is the first  two
	paragraphs from the FAQ. If this is what you're looking for, then qreg is  your
	answer.
	
	=======
	"Stata's qreg command fits quantile (including median) regression models, 
	also known as least-absolute value (LAV) models, minimum absolute deviation 
	(MAD) models, and L1-norm models.
	
	"Median regression estimates the median of the dependent variable, 
	conditional on the values of the independent variable. This is similar to 
	least-squares regression, which estimates the mean of the dependent variable.  Said
	differently, median regression finds the regression plane that minimizes  the sum of
	the absolute residuals rather than the sum of the squared residuals." 
	=======
	Joe  Hilbe
	
	=========================================================:
	Dear  listusers,
	
	
	I have to build a multivariable median regression model  but I don't
	understand which is the appropriate method to select variables. I  can get the pseudo
	R2 that is based on the likelihood of a double exponential  distribution, but
	I don't know how to use this information to decide if a  variable has to enter
	or not in the equation.
	
	Many  thanks,
	
	Elisa
	
	<mailto:elazzari@clinic.ub.es>  
	
	-----Mensaje original-----
	De:  wying1@umbc.edu [mailto:wying1@umbc.edu]
	Enviado el: vie  22/04/2005 20:18
	Para: statalist@hsphsun2.harvard.edu 
	CC:
	Asunto: st: problem with  missing F stats and P values in joint model test
	
	
	
	Dear  listusers,
	
	When I run multivariate  regression, the F or chi2 model statistic has been
	reported as missing for some models.  The Stata help menu says "the  model
	that you estimated has its F or chi2 model statistic  reported to be
	missing.  Stata has done that so as  not to be misleading, not because
	there is something  necessarily wrong with your model".  But I want to
	understand the mechanism behind this problem.  I suspect it might be  due
	to the lack of LHS vars' variation or lack of  statistical power.  Does
	anybody have experienced the  same problem and have some thoughts to share?
	What kind of  consequence will this cause?  Does it affect the
	interpretation?
	
	
	Many thanks,
	Ying
	
	
	
	
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