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RE: st: bootstrap fails with qreg
Jeff - Thanks for the explanation and fix. Also, thanks for your quick
response.
Al
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Jeff
Pitblado, StataCorp LP
Sent: Wednesday, September 03, 2008 1:36 PM
To: [email protected]
Subject: Re: st: bootstrap fails with qreg
Alan Feiveson <[email protected]> is trying to use the
-bootstrap- prefix command with -qreg-:
> Hi - I tried to get bootstrapped standard errors with median
> regression by using the -bs- command. The regression appears to run
> through all the iterations, but at the end ,there seems to be a
> problem in collecting all the estimates to get the bootstrapped
> standard error. I notice that Bill Gould has provided code in STB-9
> (sg11_1.ado) to do this, but this is from some years ago and the
> -qreg- version that it uses might not be the one we now have with
> Stata 10.1. So my questions are
> 1) Is sg11-1.ado still the best way to do this ,other than
> bootstrapping by hand with -bsample-?
> 2) Is there a workaround using the current Stata 10.1 cabilities?
> 3) Can this be done with cluster sampling?
> 4) I'm curious - what is the reason for the failure (see below)?
>
>
> AL Feiveson
>
> . bs: qreg z4 zrs0
> (running qreg on estimation sample)
>
> Bootstrap replications (50)
> ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
> .................................................. 50
>
> Median regression Number of obs =
> 1860
> Raw sum of deviations 1217.215 (about -.99425226)
> Min sum of deviations 1217.215 Pseudo R2 =
> 0.0000
>
> last estimates not found
> r(301);
The -bsqreg- estimation command fits quantile regression with bootstrap
standard errors; however, it does not support cluster sampling.
The -qreg- estimation command does not support the -bootstrap- prefix.
This is mostly due to programming details and allocation of development
resources.