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st: Quantile vs Quartile regression


From   Shikha Sinha <shikha.sinha414@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Quantile vs Quartile regression
Date   Tue, 28 May 2013 19:11:07 -0700

I want to estimate a quantile regression at four quantiles (0.25 0.50 0.75
0.90). I used -sqreg command in stata. However, I was trying another
method, i.e. divide the sample into four quartiles based on distribution of
dependent variable (weightGRAM) and run a simple OLS for each quartile. The
results are shown below in 2. The OLS results are very different from
-sqreg results.

Can someone explain me the difference between 1 and 2, and is there way to
replciate results in 1 by running an OLS model?


1. sqreg weightGRAM member child_age , quantile(.25 .50 .75 .90) nolog

2.  xtile qweight=weightGRAM,nq(4)

. ta qweight

4 quantiles
of
weightGRAM       Freq.     Percent        Cum.

1       2,738       25.13       25.13
2       2,778       25.49       50.62
3       2,730       25.05       75.67
4       2,651       24.33      100.00

Total      10,897      100.00

. bys qweight:  reg weightGRAM member child_age
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