[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"Austin Nichols" <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: instrumental variable for quantile regression |

Date |
Wed, 28 May 2008 09:39:36 -0400 |

alessia matano <alexis.rtd@gmail.com>: I can't see where you got a repeated time values error. As I said before: "show an example using a publicly available dataset, e.g. start your example code with webuse psidextract, clear tsset Probably you need at least the idcluster(newvar) option on -bootstrap-. " This estimation procedure you are using is wandering further and further afield; do you have any confidence it will generate consistent estimates of the parameter you are interested in? As I understand it, you want to know the effect of some X on the conditional median of Y. If I were you, I would see how your cluster-bootstrapped time-demeaned qreg estimate does at recovering this parameter in some simulated data. On Wed, May 28, 2008 at 8:22 AM, alessia matano <alexis.rtd@gmail.com> wrote: > Dear Austin. > > You are right I tried to demean the data myself, since when I used > xtdata....., fe i(ind) it didn't create deviations from time average > for each individual (ind). But, then I asked myself if it does not in > fact do that, but just prepare the data for such a transoformation. > Any help regarding this is welcome. > > Secondly i applied a bootstrap procedure like the following (after > time demeaning the data) > > prog me > qreg dmwage dmindchar dmspec dmd1995-dmd2004 dmsectors dmarea, q(0.1) > end > bs, cluster(ind): me > > I before tsset the data > tsset ind year > and it recognize that it is a panel. Then when I apply the program he > wrote repeated time values within panel. hence, my question about > clustering. > Moreover generally, in fixed effects estimates I also clustered the > observations for area (to deal with heteroskedasticity questions), and > I do not know if I can do it now. > Last, I tried the same with clustering() (see below) and it stopped at > the third bootstrap writing something like: > ..x > > prog me > qreg dmwage dmindchar dmspec dmd1995-dmd2004 dmsectors dmarea, q(0.1) > end > bs, cluster(): me > > Thanks again for any help > alessia > > 2008/5/27 Austin Nichols <austinnichols@gmail.com>: >> alessia matano <alexis.rtd@gmail.com>: >> Perhaps if you show what you typed, folks on the list can offer >> advice. Even better, show an example using a publicly available >> dataset, e.g. start your example code with >> >> webuse psidextract, clear >> tsset >> >> Probably you need at least the idcluster(newvar) option on >> -bootstrap-. How are you demeaning yourself? Better to use an -xt- >> commmand. >> >> On Tue, May 27, 2008 at 6:13 AM, alessia matano <alexis.rtd@gmail.com> wrote: >>> Dear Austin, >>> >>> I attempt to do the estimation with bootstrap....after time-demeaning >>> my observation. I have just a doubt. It is true that bootstrap allows >>> the cluster option, what i do not understand well is for what should i >>> clustered my observations to allow correct standard errors after >>> time-demenaing myself the observations. generally i clustered them not >>> for individual, but for provinces where they live (cause of >>> heteroskedasticity). However bootstrap either using the individual >>> cluster or using the province ones does not work, saying that there >>> are time repeated values within the panel, while when I tsset them it >>> understands the panel structure. May you help me with this also? It >>> works only when I cluster() with no variables inside. >>> May you suggest me something? Also to read about? >>> thank you very much >>> alessia >>> * * 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**:**Re: st: instrumental variable for quantile regression***From:*"alessia matano" <alexis.rtd@gmail.com>

**References**:**st: instrumental variable for quantile regression***From:*"alessia matano" <alexis.rtd@gmail.com>

**Re: st: instrumental variable for quantile regression***From:*"alessia matano" <alexis.rtd@gmail.com>

**Re: st: instrumental variable for quantile regression***From:*"Austin Nichols" <austinnichols@gmail.com>

**Re: st: instrumental variable for quantile regression***From:*"alessia matano" <alexis.rtd@gmail.com>

**Re: st: instrumental variable for quantile regression***From:*"Austin Nichols" <austinnichols@gmail.com>

**Re: st: instrumental variable for quantile regression***From:*"alessia matano" <alexis.rtd@gmail.com>

**Re: st: instrumental variable for quantile regression***From:*"alessia matano" <alexis.rtd@gmail.com>

**Re: st: instrumental variable for quantile regression***From:*"Austin Nichols" <austinnichols@gmail.com>

**Re: st: instrumental variable for quantile regression***From:*"alessia matano" <alexis.rtd@gmail.com>

- Prev by Date:
**st: RE: Replacing values within a matched study** - Next by Date:
**st: Odd behavior** - Previous by thread:
**Re: st: instrumental variable for quantile regression** - Next by thread:
**Re: st: instrumental variable for quantile regression** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |