I am having a problem with replicating the output for sqreg when I
rerun the do-file.
My understanding is that if you run:
#delimit;
webuse auto, clear;
set seed 123456789;
sqreg price mpg, q(.25 .5 .75);
test [q25]mpg=[q50]mpg=[q75]mpg;
you should get the same F statistic and p-value each time. Indeed, I do.
When I run my own code, I get slightly different answers each time.
Has anyone encountered this problem? I can't replicate this issue with
the auto data.
Dimitriy Masterov
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