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Re: st: suppressing constant in qreg


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: suppressing constant in qreg
Date   Wed, 31 Oct 2007 14:33:28 +0000 (GMT)

--- Woolton Lee <finished07@gmail.com> wrote:
> Is there any way to suppress the constant term when one estimates
> quantile regression using qreg?  I've fixed effects into the equation
> and many of the dummy variables are omitted because of collinearity
> with the constant term.

No, see: http://www.stata.com/statalist/archive/2007-10/msg00809.html

Anyhow, even if it were possible I don't think it would be advisable,
as the dropping of many dummies suggests more serious problems to me.
Also I am not sure if adding dummies will give you a fixed effects
model in this case: I always think of a fixed effects model in terms of
demeaning, and demeaning doesn't seem quite right in quantile
regression (maybe "demedianing").

-- Maarten


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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