Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Re: Endogeneity in quantile regression

From   xueliansharon <>
Subject   st: Re: Endogeneity in quantile regression
Date   Mon, 5 Jul 2010 19:32:33 -0700 (PDT)

Dear Scott,

I delete the "nodots" option and change the local cmd "qregivb", but I can
not understand what you mean about "use the explicit variable", could you
explain it more clearly? Or could you provide the correct codes to me? 

Now I get the error message as "insufficient observations to compute
bootstrap standard errors
no results will be saved".  

My codes are:

sysuse auto, clear 
 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 "gregivb" 
                ereturn local properties "b" 

        bootstrap _b , reps(2000) seed(10101): qregivb 


View this message in context:
Sent from the Statalist mailing list archive at
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index