Re: st: questions about quantile regresion

[Shige Song <sgsong@ucla.edu>]

> First, why use -qreg-? Age (time from birth) to first marriage seems to be 
> a typical time-to-event problem. So, you are looking to survival analyses 
> (Kaplan-Meier, Cox, etc). Look at the -st- set of commands in Stata.
>
> Now, as to the weighting, I'm not sure that the survival commands allow 
> weighting either (have never tried it). Certainly, any inferences for the 
> original population will be biased if you don't use the weights. But I 
> don't see why the COMPARISON across groups (say, men vs. women etc) would 
> be a problem without using the weights. For example, in experimental 
> design, we often fix the distribution of predictors to something 
> artificial (eg, clinical trials fix 1:1 ratio between treatment and 
> control) and we don't use any weighting.
>
> Best,
> cd
>
>
>
> ________________________________________________________________
>
> Constantine Daskalakis, ScD
> Assistant Professor,
> Biostatistics Section, Thomas Jefferson University,
> 125 S. 9th St. #402, Philadelphia, PA 19107
>    Tel: 215-955-5695
>    Fax: 215-503-3804
>    Email: constantine.daskalakis@mail.tju.edu
>    Webpage: http://www.kcc.tju.edu/Science/SharedFacilities/Biostatistics
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

Dear Constantine,

I agree with you that time to first marriage is a typical survival analysis 
problem and there are plenty of facilities to deal with it, either under 
some parametric distributional assumption or under the assumption of 
proportional hazard. But I am interested in comparing the different 
behaviors of different parts of the  distribution, say, the the 10th 
quantile vs. the 90th quantile and whether covariates have different 
effects on them. It is this comparison that is of direct interest to my 
research and leads me to quantile regression.

As for the comparison across groups you mentioned, I only know you can do 
this with logistic regression but I don't know whether you can do the same 
thing with quantile regression. Could you give me some reference on this? 
Thanks a lot!

Best,

Shige Song
Department of Sociology, UCLA

*
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