RE: st: Question about comparing sqreg models

["Santos Silva, J.M.C." <jmcss@essex.ac.uk>]

Dear Milena,

I am afraid your problem is more serious than that: the quantile regression 
estimator implemented in sqreg (and in qreg and so on) is valid only if the 
dependent variable is continuous, which is not the case in your application.
Also, your data is bounded and it may be inappropriate to use a linear 
model. So, it is not clear that any of your regressions will give you sensible 
results.

All the best,

Joao

> 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
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