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: equality across quantile regressions WITHOUT sqreg

From   "Lim, Raymond" <>
To   "" <>
Subject   st: equality across quantile regressions WITHOUT sqreg
Date   Mon, 27 Sep 2010 09:20:23 -0400

Hello Statalisters,
Can I test equality of coefficients across different quantile regressions (.25 .50 .75) manually after running qreg? If so, would the calculation be the usual "coefficient +or- 1.96*SE" and see whether the 95% confidence intervals overlap?

I'd like to avoid sqreq because I have a large sample and a single qreg takes two days to complete. Running sqreg with its bootstrapping computations would take forever.


*   For searches and help try:

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