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


From   "Murtaza, Fowad" <fmurta@essex.ac.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 18:23:02 +0100

Hi Maarten,

Many thanks for your reply.

I am bit confused understanding the stata help comment on sqreg. Does it
mean that we can directly compare the confidence intervals if we want to
confirm that coefficient of say quantile 10 is different from
coefficient of quantile 20?

In fact, after estimating sqreg for 10 quantiles, I want to see if the
coefficient of a variable (e.g. urban) in quantile 10 is significantly
different coefficient of same variable (urban) in quantile 20 or 30?

I would appreciate if you could kindly guide and clarify me on this.
I am attaching a sample out put so you may have a look.

My kind regards,
fowad


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
Sent: 11 July 2009 17:25
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: How to test equality of coefficients across quantiles
using QREG or SQREG


--- 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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Attachment: test.xls
Description: test.xls




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