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Re: st: Question about sqreg


From   Neil Shephard <[email protected]>
To   [email protected]
Subject   Re: st: Question about sqreg
Date   Wed, 8 Sep 2010 11:18:59 +0000

n Wed, Sep 8, 2010 at 10:51 AM, Alberto Osella
<[email protected]> wrote:
> I'm trying to fit aa quantile regression on biological data, bu in the
> estimation step Stata 11.1 gives me the error below.
> Any idea how I could solve this? I am thankful for every comment.
>
>
>
> mi estimate, noisily dftable: sqreg BMI Etarecl Num_nucleo  i.Sesso
> i.GrammiAlc_G_C  ///
>> i.NewStatCiv i.Professione1 i.scalacat, q(.47 .83) reps(400)
>
> (running sqreg on m=1)
> factor variables and time-series operators not allowed
> an error occurred when mi estimate executed sqreg on m=1
> r(101);

You can't use the new way of specifying factor variables with -mi-
instead you should use the old way of specigyin them.  Try...

xi : mi estimate, noisily dftable: sqreg BMI Etarecl Num_nucleo ///
         i.Sesso i.GrammiAlc_G_C  i.NewStatCiv i.Professione1 ///
         i.scalacat, q(.47 .83) reps(400)

The same is true of -sw-/-stepwise-, and I contacted Stata Tech
Support to enquire about this.  Their response is below...

On Thu, Aug 19, 2010 at 10:47 PM, Stata Technical Support
<[email protected]> wrote:
>
>
> Dear Neil,
>
> Thanks for sending the log with the trace. The problem is basically that the
> code for -stepwise- has not been adapted yet to support factor variables. I
> already passed your request to the developers for their corresponding
> evaluation. However, it is uncertain at this time whether this would be
> implemented and when it would be publicly available.
>
>
> Sincerely,
>
> Gustavo
>
>  ___  ____  ____  ____  ____     Gustavo Sanchez, Ph.D.
>  /__    /   ____/   /   ____/     Senior Statistician
> ___/   /   /___/   /   /___/      [email protected]
>                                  StataCorp LP
>                                  4905 Lakeway Drive
>                                  College Station TX 77845
>
> "VISIT OUR WEB SITE"  http://www.stata.com
>
> *******************************************************************************

So for the time being if you're using -mi- or -sw-/-stepwise- you have
to use the old way of specifying factor variables.

Neil



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