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Re: st: Decile regression using sqreg


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Decile regression using sqreg
Date   Thu, 24 Apr 2008 11:53:14 +0100 (BST)

> --- Leonor Saravia <lmisaravia@gmail.com> wrote:
> > I need to estimate a regression for each decil of income for a
> > country, so, if Im understanding well, using "sqreg" its not the
> > way to do it, isnt it? Because Im obteining 9 regression instead
> > of 10, being 10 what I was expecting.

--- Maarten buis <maartenbuis@yahoo.co.uk> wrote: 
> You should expect 9 regressions: you are modeling the first to the
> ninth decile and never the zeroth or the tenth decile (being the
> minimum and the maximum). This is implicit in the description of the
> description of the -quantile()- option in the helpfile of -sqreg-: 
> "quantile(#) specifies the quantile to be estimated and should be a
> number between 0 and 1, exclusive."

Let me expand a bit on that: The key in this quote is the word
"exclusive": the quantiles 0 and 1 are not allowed. This makes sense.
Consider your case, where you want deciles: This means you want to cut
you dependent variable into ten pieces, and the deciles are the points
where you make the cuts. If you want to cut something in ten pieces you
only need nine cuts; you don't need to cut at the bottom (zeroth
decile) or the top (tenth decile).

Hope this helps,
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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