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Re: st: How to test equality of coefficients across quantiles using QREG or SQREG


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to test equality of coefficients across quantiles using QREG or SQREG
Date   Sat, 11 Jul 2009 16:24:42 +0000 (GMT)

--- On Sat, 11/7/09, Murtaza, Fowad wrote:
> Could someone guide me with the code for testing the null
> hypotheses that the coefficients of the quantiles are 
> same for both qreg and sqreg programs.

They should be exactly the same. Citing from the helpfile:
"-sqreg- estimates simultaneous-quantile regression.  It 
produces the same coefficients as -qreg- for each quantile."
So there is no need to do any testing.

-- Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

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



      

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