Re: st: Too small standard errors with QREG?

[Ron�n Conroy <rconroy@rcsi.ie>]

Jeannette Wicks-Lim wrote:

> Hi,
> I've estimated a quantile regression (QREG) which requires an iterative
> process to minimize the sum of the absolute residuals. Something strange
> happens with my results: the standard errors are extremly small (note 
> that
> the CI are points rather than ranges...). Does anyone have any thoughts
> about why this might be happening? My model does have in it many 
> variables
> (lots of interaction terms) but I don't hink that should be a problem 
> given
> the large sample size.
I've seen this happen only a fortnight ago. The solution lay in the 
scales of the predictor variables, which ranged over 500 units. Your 
coefficients themselves are extremely small, suggesting that this may be 
the case with your data as well.

--

Ronan M Conroy (rconroy@rcsi.ie) 
Senior Lecturer in Biostatistics 
Royal College of Surgeons 
Dublin 2, Ireland 
+353 1 402 2431 (fax 2764) 
-------------------- 
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