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st: puzzling sqreg behavior

From   "Dimitriy V. Masterov" <>
To   Statalist <>
Subject   st: puzzling sqreg behavior
Date   Fri, 19 Oct 2007 16:25:39 -0400

I am having a problem with replicating the output for sqreg when I
rerun the do-file.

My understanding is that if you run:

webuse auto, clear;
set seed 123456789;
sqreg price mpg, q(.25 .5 .75);
test [q25]mpg=[q50]mpg=[q75]mpg;

you should get the same F statistic and p-value each time. Indeed, I do.

When I run my own code, I get slightly different answers each time.
Has anyone encountered this problem? I can't replicate this issue with
the auto data.

Dimitriy Masterov

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