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st: RE: bootstraping with qreg bsqreg and sqreg


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   st: RE: bootstraping with qreg bsqreg and sqreg
Date   Fri, 25 Jun 2004 14:08:20 -0500

One small point, in your regression:
- bs "qreg y x1 x2 x3....x22" "_b[x1] _b[x2]...._b[x22] _[_const]"

the constant term needs to be specified as _b[_cons]; _[_cons] will be equal
to 1 not the value of the constant.

On the issue of setting the number of replications, you might find the FAQ "
Guidelines for bootstrap samples" at
(http://www.stata.com/support/faqs/stat/reps.html) useful.

Scott


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Rijo John
Sent: Thursday, June 24, 2004 12:19 PM
To: Statalist
Subject: st: bootstraping with qreg bsqreg and sqreg

Dear Stata users,

 I was doing a bootstrapping exercise for the same quantile regression in
three ways.
1)	bs "qreg y x1 x2 x3....x22" "_b[x1] _b[x2]...._b[x22] _[_const],
	reps(20)
2)	sqreg y x1 x2 ...... x22
3)	bsqreg y x1 x2 ......x22

Why am I getting different bootstrap standard errors in each one of this
method? The stata help says these methods are same. The coefficients I am
getting are same though. Can anyone tell me which one of this is to be
accepted or most widely used?

Thanks,
Rijo John.
***************************************************
Rijo.M.John,Research Scholar
Indira Gandhi Institute of Developement Research,
Film City Road, Goregaon East,
Mumbai, India-400065.
contact: (+91)9892412476




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