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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/ ----------------------------------------- * * 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/

**Attachment:
test.xls**

**Follow-Ups**:**Re: st: How to test equality of coefficients across quantiles using QREG or SQREG***From:*Austin Nichols <austinnichols@gmail.com>

**References**:**Re: st: How to test equality of coefficients across quantiles using QREG or SQREG***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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