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From |
n j cox <n.j.cox@durham.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Quantile regression |

Date |
Mon, 22 Oct 2007 14:34:36 +0100 |

You want to fit a plane through the origin using the L-1 norm. This is not as easy as with L-2 norm (LS), as it is more than a matter of dropping a constant predictor yet otherwise using the same criterion of fit. You are placing another constraint on a problem that already does not have a closed-form solution, and it does not surprise me that -qreg- does not support this. I was going to suggest -rreg- instead but that does not seem to help either. I guess you would need to set up your problem, say using Mata in Stata 10. Nick n.j.cox@durham.ac.uk Stefan Henschke I have a question concerning the quantile regression. I want to estimate something like: qreg depvar indepvar1 indepvar2 with no other options specified. Now my problem: Is it possible to suppress the intercept? I know how it is done using the regress command (using the [noconstant] option), but I cant find any corresponding option for this in the qreg help file. Is there *any* solution to this problem? * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: fdasave question***From:*"E. Paul Wileyto" <epw@mail.med.upenn.edu>

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