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Re: st: Re: Endogeneity in quantile regression


From   Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: Endogeneity in quantile regression
Date   Tue, 6 Jul 2010 13:04:33 +0530

by replacing -tempvar- with a non-temporary variable as in:
******************************
clear*
sysuse auto, clear
cap program drop qregivb
program qregivb, eclass
	version 11.1
	marksample touse
	// Stage 1
	regress price 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'
	}
	drop pricehat
	eret post b, esample(`touse')
end
bootstrap _b , reps(100): qregivb
******************************

2010/7/6 xueliansharon <xuelianstata@gmail.com>:
> 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"
>
>        end
>
>        bootstrap _b , reps(2000) seed(10101): qregivb
>
> Thanks,
> Sharon
>
> --
> View this message in context: http://statalist.1588530.n2.nabble.com/Endogeneity-in-quantile-regression-tp5256322p5258475.html
> Sent from the Statalist mailing list archive at Nabble.com.
> *
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>



-- 
To every ω-consistent recursive class κ of formulae there correspond
recursive class signs r, such that neither v Gen r nor Neg(v Gen r)
belongs to Flg(κ) (where v is the free variable of r).

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