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Re: st: AW: Problem with grqreg


From   "Michael C. Morrison" <morrimic@niacc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: Problem with grqreg
Date   Tue, 23 Feb 2010 07:18:11 -0600

Thanks Martin for the excellent diagnosis and recommendation. Your contributions to this list are outstanding!

Mike


On 2/23/2010 7:10 AM, Martin Weiss wrote:
<>

The underlying problem is that _sqregtrace.ado, an auxiliary ado to -ssc d
grqreg-, strips of the column names from the "e(b)" matrix returned by
-sqreg-. The trouble is that for every quantile requested in the -q()-
option to -sqreg-, the names will be repeated, as seen in this example
featuring 3 quantiles:


*************
sysuse auto, clear
sqreg price mpg rep78 headroom trunk, quantiles(50 75 90) reps(20)
local rhs : colnames(e(b))
di in r "`rhs'"
*************

This macro "rhs" is then fed to a call to -postfile- which, rightly,
complains of duplicate entries.

So the solution would be to prepend the "rhs" variables with the quantile in
question, which could be achieved by modifying the above call to - local rhs
: colfullnames(e(b))-.


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Michael C.
Morrison
Gesendet: Dienstag, 23. Februar 2010 04:34
An: statalist@hsphsun2.harvard.edu
Betreff: st: Problem with grqreg

I'm having a problem with grqreg.

After running a quantile regression with:

      sqreg  pincp  ageqtr retp schl_group semp sex wagp, q(.05 .10 .25
.50 .75 .90 .95)

I want to graph the coefficients of the quantile regression with grqreg
with the following command:

      grqreg, ci ols

However, I receive the following error:

      postfile: variable ageqtr already exists
      r(110);

(Note that "ageqtr" is the first independent var in the quantile
regression.)

All my variables have labels.

Any help would be greatly appreciated. I'm using Stata version 11, 64
bit, Windows 7.

Mike

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