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From |
"Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: bootstrap fails with qreg |

Date |
Wed, 3 Sep 2008 13:14:43 -0500 |

Thanks Nick, Maarten - I'm still curious why we need a special command to run -qreg- with bootstrapping, when -bs- seems to work for plenty of other estimation commands. Al -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox Sent: Wednesday, September 03, 2008 12:41 PM To: statalist@hsphsun2.harvard.edu Subject: st: RE: bootstrap fails with qreg Among other details, Alan speculated whether -qreg- has changed since that used in STB-9 (which was in 1992). That would not be totally surprising -- I suspect that there is a lot of old code in Stata that still works fine -- but . viewsource qreg.ado removes all uncertainty. -qreg- itself was last touched in 2007. I can't speak for -_qreg- which is part of the executable. Nick n.j.cox@durham.ac.uk Feiveson, Alan H. I tried to get bootstrapped standard errors with median regression by using the -bs- command. The regression appears to run through all the iterations, but at the end ,there seems to be a problem in collecting all the estimates to get the bootstrapped standard error. I notice that Bill Gould has provided code in STB-9 (sg11_1.ado) to do this, but this is from some years ago and the -qreg- version that it uses might not be the one we now have with Stata 10.1. So my questions are 1) Is sg11-1.ado still the best way to do this ,other than bootstrapping by hand with -bsample-? 2) Is there a workaround using the current Stata 10.1 cabilities? 3) Can this be done with cluster sampling? 4) I'm curious - what is the reason for the failure (see below)? . bs: qreg z4 zrs0 (running qreg on estimation sample) Bootstrap replications (50) ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 .................................................. 50 Median regression Number of obs = 1860 Raw sum of deviations 1217.215 (about -.99425226) Min sum of deviations 1217.215 Pseudo R2 = 0.0000 last estimates not found r(301); * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: bootstrap fails with qreg***From:*"Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>

**st: RE: bootstrap fails with qreg***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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