Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   Austin Nichols <austinnichols@gmail.com>
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 13:11:18 -0400

Maybe the poster means:
use http://fmwww.bc.edu/ec-p/data/wooldridge/card, clear
sqreg wage educ, q(.5 .75)
test [q50]educ=[q75]educ


On Sat, Jul 11, 2009 at 12:24 PM, Maarten buis<maartenbuis@yahoo.co.uk> wrote:
>
> --- 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

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index