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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Quantile Regression Confidence Intervals |

Date |
Thu, 14 Apr 2011 21:55:49 +0100 |

I'd work from the manual entry, not accessible to me at this moment. The main point is that -qreg- is based on quite a different idea of regression and a different way of estimating it. Nick [not a Professor] On Thu, Apr 14, 2011 at 7:07 PM, Jeff <jbw-appraiser@earthlink.net> wrote: > In Stata 10: > > I found two syntax formulas to produce confidence intervals around an > ols regression trend line. I would like to know if these two sytax > formulas work for a quantile regression (median or any of the other > quantiles.) > > First: > regress price sf > predict price > predict se, stdp > display invttail (30, .05/2) > > [Where 30 = degrees of freedom for computing the t value - say t=2] > > generate ll = price - 2*se > generate ul = price + 2*se > > I got the above syntax formula from Statistics with Stata by Hamilton > > Second: > regress price sf > local level = (100-95)200 > generate ll = price - invttail(e(df_r), `level')*se > generate ul = price + invttail(e(df_r), `level')*se > > I got this formula from Prof. Cox. > > Question will each of these syntax formulas work with a quantile > regression on any of the quantiles? > Are the degrees of freedom different between an ols regression and a > quantile regression for the different quantiles? > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**RE: st: add up variable / quantile***From:*"Scharnigg, Stan (Stud. SBE)" <s.scharnigg@student.maastrichtuniversity.nl>

**st: RE: Quantile Regression Confidence Intervals***From:*"Jeff" <jbw-appraiser@earthlink.net>

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