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st: Re: quantile regression with IV


From   xueliansharon <xuelianstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: quantile regression with IV
Date   Fri, 2 Jul 2010 13:52:51 -0700 (PDT)

Hi, Austin,

Thanks a lot for your information. They are quite helpful! 

I adjust my codes, but I meet new problem now: I get an error message
"Convergence not achieved" and thus no results show up. I can't understand
why this happens. Could you please help me?  Thanks a lot.

My new codes:

sysuse auto, clear 
        program drop qregivb
        program qregivb, eclass 
        version 11.1 

        // Stage 1 
		tempvar pricehat
        regress price foreign weight length 
       	 predict `pricehat', xb 

        // Stage 2 
        foreach q of numlist 10 20 30 { 
                qreg mpg foreign `pricehat', quantile (`q') 
				
				matrix b`q'=e(b)
				matrix colnames b`q'=q`q':
				matrix b=nullmat(b), b`q'
                } 
		gen e=e(sample)
		qui count if e
		eret post b, dep(sch) es(e) obs(`r(N)')
		ereturn local cmd "schrural19"
		ereturn local properties "b"
		
        end 

        bootstrap _b , reps(1000) seed(10101) nodots: qregivb

Regards,
Sharon

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