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 at the end of May, and its replacement, statalist.org is already up and running.


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

Re: st: fixed effects quantile regression


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: fixed effects quantile regression
Date   Wed, 12 Dec 2012 13:31:05 -0500

On Wed, Dec 12, 2012 at 9:50 AM, Lisa Marie Yarnell
<lisayarnell@yahoo.com> wrote:
> Hi Maarten,
>
> OK, maybe I should be trying the fixed effects quantile model using "qreg" instead of "sqreg"?  (I have seen this on various websites, so others have done it.)
>
> If I want estimates for the 50th and 80th quantiles, can I run this using two separate xi: qreg models?  I am guessing that with enough reps, and perhaps repeated runs with different seeds, that reliable estimates for the 50th and 80th quantiles could be determined using two separate runs of the model instead of the simultaneous?
>

I think -sqreg- is more of a convenience than anything else and that
what is does is really just run separate models and conveniently
package them, but hopefully Maarten will correct me if I'm wrong.



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index