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Re: st: Problem with grqreg


From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: st: Problem with grqreg
Date   Wed, 5 May 2010 15:10:28 -0400

Michael C. Morrison <[email protected]> :
Until the author fixes the bug, try this:

*ssc inst grqreg, replace
tempfile t t2 t3 t4
loc o "= wordcount(\Q\LQrhs\RQ\Q)"
loc i ": word count \LQrhs\RQ"
loc f `c(sysdir_plus)'g/grqreg.ado `t'
filefilter `f', from("`o'") to("`i'") replace
loc f `c(sysdir_plus)'_/_bsqregtrace.ado `t2'
filefilter `f', from("`o'") to("`i'") replace
loc o "= wordcount(\Q\LQe(eqnames)\RQ\Q)"
loc i ": word count \LQe(eqnames)\RQ"
loc f `t' `t3'
filefilter `f', from("`o'") to("`i'") replace
loc f `t2' `t4'
filefilter `f', from("`o'") to("`i'") replace
loc o "(10 March 2010) Joao Pedro Azevedo"
loc i "(10 March 2010) Joao Pedro Azevedo, AN mod May5"
loc f `t3' `c(sysdir_plus)'g/grqreg.ado
filefilter `f', from("`o'") to("`i'") replace
loc o "Mar10"
loc i "Mar10, AN mod May5"
loc f `t4' `c(sysdir_plus)'_/_bsqregtrace.ado
filefilter `f', from("`o'") to("`i'") replace
sysuse auto, clear
loc x "price weight length turn foreign trunk"
qui sqreg `x', q(.1 .2 .3 .4 .5 .6 .7 .8 .9) reps(40)
grqreg, cons ci ols olsci scale(1.1)

On Wed, May 5, 2010 at 1:38 PM, Michael C. Morrison <[email protected]> wrote:
> First I run sqreg  with the following commands:
>
> set seed 10101
> sqreg dep_var  iv1 iv2  iv3 iv4 iv5 iv6, quantile(.10 .20 .30 .40 .50 .60
> .70 .80 .90) reps(400)
>
> I want to use grqreg to plot the changes in the quantile slopes. I use the
> following command:
>
> grqreg, cons ci ols olsci scale(1.1)
>
> which should, I think, plot all 6 independent variables, plus intercept
> changes, with OLS and its ci added to each plot.
>
> The problem is that the command only prints the intercept and the first two
> covariates (with OLS and its ci).
>
> Thinking this was a limitation of available graph space I then tried to
> specify the next three covariates in the [varlist]:
>
> grqreg  iv3 iv4 iv5, cons ci ols olsci scale(1.1)
>
> Unfortunately I receive the same exact outcome as in the first grqreg
> command.
>
> Any help would be appreciated.
>
> Mike

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