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st: RE: Possible bug

From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: Possible bug
Date   Sat, 7 Nov 2009 13:35:30 +0100


Can you reproduce this with a built-in dataset? I cannot:

sysuse auto, clear
rreg mpg weight foreign, nolog
qreg mpg weight foreign, nolog
rreg mpg weight foreign length turn, nolog
qreg mpg weight foreign length turn, nolog

Also capture the one observation that -rreg- omits via -l if !e(sample)-
after estimation of -rreg-, and see what is special about it...


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Apostolos Ballas
Sent: Samstag, 7. November 2009 08:40
To: [email protected]
Subject: st: Possible bug

I am running a regression model using both quantile regression and robust
regression. In my output, robust regression reports 1 less observation than
quantile regression (which reports the right number of observations in my
sample). Is this is a feature of robust regression, am I missing something,
or is it a bug?

Thanks for your assistance,

Apostolos Ballas

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