Hi there,
Thanks in advance for your time.
I have a question regarding the reproducibility of the results for the
programs with a bootstrap command inside.
To be concrete, I was using Scott Merryman's cqreg2 (below are the
codes copied from
http://www.stata.com/statalist/archive/2006-06/msg00045.html)
The program calls -bsqreg- to obtain s.e.. However, every time running
the program gives (slightly) different results. Adding "set seed ####"
into the program itself doesn't seem to help. I was wondering what
could we do in this situation. I'd appreciate your help.
Le
---------------------------------------------------------
*!1.0.0 June 1, 2006 Scott Merryman
program cqreg2
version 9.2
syntax varlist(min=1) [if] [, Quantile(real 0.5) ll(real 0) bs
reps(integer 100) save(string) grqreg]
tempvar yhat
tokenize `varlist'
local lhs "`1'"
mac shift
local rhs "`*'"
preserve
qui {
qreg `lhs' `rhs' `if', q(`quantile')
predict `yhat'
sum `hat'
tempvar tag
while r(min) < `ll' {
keep if `yhat' >= `ll'
qui qreg `lhs' `rhs' `if', quantile(`quantile' )
qui drop `yhat'
predict `yhat' if e(sample)
qui sum `yhat' if e(sample)
}
}
if "`bs'" == "bs" {
bsqreg `lhs' `rhs' `if', quantile(`quantile' ) reps(`reps')
}
else {
qreg
}
if "`grqreg'" != "" {
grqreg, ci
}
if "`save'" != "" {
disp ""
save "`save'", replace
}
end
------------------------------------------
--
~~~~~~~~~~~~~~~~~~~~~~~~
Le Wang, Ph.D
Assistant Professor
Department of Economics
University of New Hampshire
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