Re: st: Question about comparing sqreg models

[Milena Nikolova <mnikolova01@gmail.com>]

Hi James: 

Thanks for your response. So, are you suggesting that the two models can be compared just like OLS models? My main concern was that some models e.g., logits/probits/ologits cannot be compared the same way that OLS models can (i.e., using the same techniques and tests) as Richard Williams, among others, has so eloquently explained in this Statalist and elsewhere. I was wondering whether there is anything about the error variance or anything else about quantile regressions that make comparisons across models incorrect. 

Many thanks in advance!!!
Milena

On Aug 21, 2013, at 3:55 PM, James Jensen wrote:

> I think this seems to be a question of empirics.
> 
> 
> ----- Original Message -----
> From: Milena Nikolova <mnikolova01@gmail.com>
> To: statalist@hsphsun2.harvard.edu
> Cc: 
> Sent: Wednesday, 21 August 2013, 0:42
> Subject: st: Question about comparing sqreg models
> 
> Hello!
> 
> I am using Stata 11.2 for Mac and I have two regression equations (the dependent variable in each is the same and is an ordinal variable measured on a scale from 0 to 10) estimated using -sqreg- for the 10th, 25th, 50th, 75th, and 90th percentiles. Model 1 is the truncated model and Model 2 is the full model (with additional controls). My questions are: i) what is the methodologically appropriate way of comparing the results from Model 1 with those from Model 2? ii) What command could I use in Stata to get at this comparison?
> 
> Many thanks in advance!
> 
> Milena
> *
> *   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/


*
*   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/