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st: equality across quantile regressions WITHOUT sqreg
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
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