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| From | "Lim, Raymond" <rl2240@columbia.edu> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | st: equality across quantile regressions WITHOUT sqreg |
| Date | Mon, 27 Sep 2010 09:20:23 -0400 |
Hello Statalisters, Can I test equality of coefficients across different quantile regressions (.25 .50 .75) manually after running qreg? If so, would the calculation be the usual "coefficient +or- 1.96*SE" and see whether the 95% confidence intervals overlap? I'd like to avoid sqreq because I have a large sample and a single qreg takes two days to complete. Running sqreg with its bootstrapping computations would take forever. Thanks! -Raymond * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/