Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


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

Re: st: Quantile vs Quartile regression


From   Prakash Singh <[email protected]>
To   statalist <[email protected]>
Subject   Re: st: Quantile vs Quartile regression
Date   Wed, 29 May 2013 08:55:15 +0530

Dear Shikha I am not sure but it looks to me that when you are using
OLS after xtile it is taking different percentile for regression that
what sqreg is taking. Just look at the percentile in sqreg and percent
in the table after ta qweight.

Prakash

On Wed, May 29, 2013 at 7:41 AM, Shikha Sinha <[email protected]> wrote:
> 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
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index