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From |
Nick Cox <n.j.cox@durham.ac.uk> |

To |
"'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: RE: Looping with -qreg- |

Date |
Thu, 19 Jan 2012 18:48:35 +0000 |

I now understand less about what you want, as I thought you wanted to constrain your -qreg-s to have the same intercept, but now you say the intercepts will be different. Regardless of that: 1. I checked and -qreg- does not allow -constraint-s. This isn't surprising as it uses a quite distinct algorithm which I imagine doesn't mesh with constraints. 2. Your syntax is very confused. Somehow you are confusing constraints with local macros; constraints are not applied by using -if-; you are also confusing scalars with locals. The help for -constraint- does give clear examples. Nick n.j.cox@durham.ac.uk STANEVA A. (497186) The intercept should be different of course; I haven't copy this bit of the code, as I think is working ok. I defined it by every percentile in the following way following someone in the literature: forval i = 1/99 { local q = `i'/100 /* quantile to be estimated */ quietly qreg $y $x if public==0, quantile(`q') nolog predict uresid, resid preserve keep if uresid~=. /* keep valid predictions */ keep uresid /* throw away other vars */ save uresid`i', replace restore scalar u99=sum(ws_g99*uresid) /*derive the intercept by every percentile, ws_g99 is the weights of each individual residual defined in my sample*/ drop uresid } I'm not quite sure how the constraint option works. I did try to constraint the qreg by defining the constraint being u99. constraint define 1 [_cons]_cons=`u99' if `"`constraint'"'!="" { quietly qreg $y $x psm1 psm2 if `constraint (1)' & public==0, quantile(`q') nolog predict xb if public==0 However, the syntax wasn't seems to be correct. It is a bit complicated, so I really will appreciate your help. Best Anita ________________________________________ From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Nick Cox [njcoxstata@gmail.com] Sent: 19 January 2012 13:59 To: statalist@hsphsun2.harvard.edu Subject: Re: st: RE: Looping with -qreg- So it seems you want a set of quantile regressions for fractions 0.01 (0.01)0.99 but with the same intercept. Wow! I would suggest being clearer on what you tried with -constraint- and why it didn't solve the problem. Nick On 19 Jan 2012, at 12:03, "STANEVA A. (497186)" <A.V.STANEVA.497186@swansea.ac.uk > wrote: > Thanks Nick for your comments. > I did try with constraint option but didn't get what I need. > Basically my problem is to estimate the last qreg with the new > constant term (u99) 'plug' in the model. There is not noncons > option in qreg. > Best wishes > Anita > > ________________________________________ > From: owner-statalist@hsphsun2.harvard.edu [owner- > statalist@hsphsun2.harvard.edu] on behalf of Nick Cox > [njcoxstata@gmail.com] > Sent: 19 January 2012 11:52 > To: statalist@hsphsun2.harvard.edu > Subject: Re: Looping with -qreg- [was: Re: st: Thread-Index: > AczWnG9bfd8mYxtIRa2sdn3BOpo1xA==] > > Also, it sounds as if you want to constrain your -qreg-, which makes > me feel queasy even contemplating the idea from a distance, but if so > that implies trying -constraint-. > > Nick > > On Thu, Jan 19, 2012 at 11:45 AM, Nick Cox <njcoxstata@gmail.com> > wrote: >> Please use informative titles (subjects) for your postings. Many >> people delete posts unread if they have weird titles. >> >> There are problems at various levels with your code. >> >> 1. The line >> >> local `b' = scalar(u99) >> >> looks like a mistake. If local b _was_ previously defined, then you >> need to refer to what this line defines as ``b''. >> >> 2. But you don't refer either to `b' or to ``b'' after defining it, >> so >> all you have done is defined something but never used it. >> >> 3. If local b was not previously defined, this line would not work. >> But that is not what you are reporting, so my guess is that a "local >> b" is defined earlier in your code. >> >> 4. If you have a scalar, there is no obvious need to put it into a >> local for what you want to do. >> >> 5. I don't understand what you want to do, but you are changing >> results, not instructions. Later runs of -qreg- pay no attention to >> e(b) produced by earlier runs of -qreg-. >> >> 6. -matrix b- and -local b- are completely different entities. >> >> Nick >> >> On Thu, Jan 19, 2012 at 11:21 AM, STANEVA A. (497186) >> <A.V.STANEVA.497186@swansea.ac.uk> wrote: >> >>> Can someone help me with this loop in a qreg? >>> This first line works ok! >>> >>> forval i = 1/99 { >>> local q = `i'/100 >>> quietly qreg $y $x if public==0, quantile(`q') nolog >>> matrix b = e(b) >>> matrix b[1, colnumb(b,"_cons")] = scalar(u99) /*I get the constant >>> and replace it with the scalar u99, that I want/ >>> } >>> >>> The problem comes here. I want the replaced u99 to be included in >>> my qreg and then to get the predictions based on that regression: >>> >>> forval i = 1/99 { >>> local q = `i'/100 >>> local `b'= scalar (u99) >>> quietly qreg $y $x if public==0, quantile (`q') nolog >>> predict xb if public==0 >>> preserve >>> keep if xb~=. >>> restore >>> } >>> However, there is a problem in the line local`b'=scalar(u99), it >>> seems stata doesn't replace the _cons with the u99. It runs norm >>> al qreg, ignoring all this manipulations. >>> * * 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**:**st: RE: Looping with -qreg-***From:*"STANEVA A. (497186)" <A.V.STANEVA.497186@swansea.ac.uk>

**Re: st: RE: Looping with -qreg-***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: RE: Looping with -qreg-***From:*"STANEVA A. (497186)" <A.V.STANEVA.497186@swansea.ac.uk>

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