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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 20:26:56 +0000 (GMT) |

--- On Sat, 11/7/09, Murtaza, Fowad wrote: > 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? No, but that has nothing to do with -sqreg-. If you want to test whether two estimates (whatever estimates) are equal you cannot do so by looking if the confidence intervals overlap. > 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? You can use the -test- command, like in the example below. *------------ begin example ------------- sysuse auto, clear sqreg price weight length foreign, /// quantile(.25 .5 .75) reps(100) test [q25]weight = [q50]weight *------------ end example --------------- Referring to your question you would type something like: test [q10]urban = [q20]urban = [q30]urban Hope this helps, 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/

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