Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: odd grqreg behavior
From
Jeffrey T Grogger <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: odd grqreg behavior
Date
Sun, 13 Mar 2011 16:42:23 -0500
Dear all:
I am trying to estimate quantile treatment effects using sqreg, then plot them using grqreg. To wit:
set seed 1234567
sqreg allbut_06 treatment _Icl*,quantile(.1 .2 .3 .4 .5 .6 .7 .8 .9) reps(10) level(95)
grqreg treatment, ci ols save(grtest) level(95)
sqreg produces estimates, and grqreg plots something, but grqreg does not produce the estimates computed by sqreg. The log file is below, edited for clarity. The bottom line is that the numbers that grqreg is plotting (in grtest.dta, at bottom of log) are not the coefficients that sqreg is producing. Any idea what is happening?
Thanks.
---------------------------------------------------------------------------------------------------
. xi i.clust_match
i.clust_match _Iclust_mat_1-50 (naturally coded; _Iclust_mat_1 omitted)
. set seed 1234567
. sqreg allbut_06 treatment _Icl*,quantile(.1 .2 .3 .4 .5 .6 .7 .8 .9) reps(10) level(95)
(fitting base model)
(bootstrapping ..........)
Simultaneous quantile regression Number of obs = 28048
bootstrap(10) SEs .10 Pseudo R2 = 0.0691
.20 Pseudo R2 = 0.0816
.30 Pseudo R2 = 0.0889
.40 Pseudo R2 = 0.0949
.50 Pseudo R2 = 0.0980
.60 Pseudo R2 = 0.0999
.70 Pseudo R2 = 0.0996
.80 Pseudo R2 = 0.0978
.90 Pseudo R2 = 0.1022
------------------------------------------------------------------------------
| Bootstrap
allbut_06 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
q10 |
treatment | 185.5 44.24246 4.19 0.000 98.78263 272.2174
_Iclust_m~_2 | -815.5 205.061 -3.98 0.000 -1217.43 -413.5704
.
.
.
_Iclust_m~50 | 714.5 311.8173 2.29 0.022 103.3228 1325.677
_cons | 3560.5 178.9403 19.90 0.000 3209.768 3911.232
-------------+----------------------------------------------------------------
q20 |
treatment | 195 46.32869 4.21 0.000 104.1935 285.8065
_Iclust_m~_2 | -1458.5 217.0275 -6.72 0.000 -1883.885 -1033.115
.
.
.
_Iclust_m~50 | 387.5 331.0245 1.17 0.242 -261.3241 1036.324
_cons | 5167.5 259.136 19.94 0.000 4659.581 5675.419
-------------+----------------------------------------------------------------
q30 |
treatment | 152 48.88524 3.11 0.002 56.18255 247.8175
_Iclust_m~_2 | -1538 207.7434 -7.40 0.000 -1945.187 -1130.813
.
.
.
_Iclust_m~50 | 162 415.5631 0.39 0.697 -652.5239 976.5239
_cons | 6488 192.1978 33.76 0.000 6111.283 6864.717
-------------+----------------------------------------------------------------
q40 |
treatment | 150 54.50545 2.75 0.006 43.16666 256.8333
_Iclust_m~_2 | -1771 348.4914 -5.08 0.000 -2454.06 -1087.94
.
.
.
_Iclust_m~50 | -181 321.9381 -0.56 0.574 -812.0144 450.0144
_cons | 7791 188.2547 41.39 0.000 7422.012 8159.988
-------------+----------------------------------------------------------------
q50 |
treatment | 170 74.49461 2.28 0.022 23.98693 316.0131
_Iclust_m~_2 | -1535 332.7787 -4.61 0.000 -2187.263 -882.7375
.
.
.
_Iclust_m~50 | 40 392.3174 0.10 0.919 -728.9611 808.9611
_cons | 8915 143.1329 62.28 0.000 8634.453 9195.547
-------------+----------------------------------------------------------------
q60 |
treatment | 106 81.76807 1.30 0.195 -54.2694 266.2694
_Iclust_m~_2 | -1751 366.1833 -4.78 0.000 -2468.737 -1033.263
.
.
.
_Iclust_m~50 | 156.5 307.9239 0.51 0.611 -447.0458 760.0458
_cons | 10308.5 309.545 33.30 0.000 9701.777 10915.22
-------------+----------------------------------------------------------------
q70 |
treatment | 130 120.192 1.08 0.279 -105.5822 365.5822
_Iclust_m~_2 | -2505 412.422 -6.07 0.000 -3313.367 -1696.633
.
.
.
_Iclust_m~50 | -20 442.8143 -0.05 0.964 -887.9377 847.9377
_cons | 12345 405.513 30.44 0.000 11550.17 13139.83
-------------+----------------------------------------------------------------
q80 |
treatment | 85 142.7379 0.60 0.552 -194.7733 364.7733
_Iclust_m~_2 | -2221 354.8877 -6.26 0.000 -2916.597 -1525.403
.
.
.
_cons | 14371 422.0801 34.05 0.000 13543.7 15198.3
-------------+----------------------------------------------------------------
q90 |
treatment | 70 255.9348 0.27 0.784 -431.6446 571.6446
_Iclust_m~_2 | -3300 584.2882 -5.65 0.000 -4445.233 -2154.767
.
.
.
_cons | 18330 448.8874 40.83 0.000 17450.16 19209.84
------------------------------------------------------------------------------
. grqreg treatment, ci ols save(grtest) level(95)
file grtest.dta saved
.
end of do-file
. use grtest,clear
. list qtile treatment*
+----------------------------------------+
| qtile treatm~t treatm~i treatm~o |
|----------------------------------------|
1. | .1 318.00 401.56 234.44 |
2. | .2 320.00 422.07 217.93 |
3. | .3 270.00 401.98 138.02 |
4. | .4 304.00 461.43 146.57 |
5. | .5 285.00 457.46 112.54 |
|----------------------------------------|
6. | .6 294.00 481.63 106.37 |
7. | .7 285.00 586.44 -16.44 |
8. | .8 400.00 623.65 176.35 |
9. | .9 1004.50 1489.70 519.30 |
10. | .05 . . . |
|----------------------------------------|
11. | .15 . . . |
12. | .25 . . . |
13. | .35 . . . |
14. | .45 . . . |
15. | .55 . . . |
|----------------------------------------|
16. | .65 . . . |
17. | .75 . . . |
18. | .85 . . . |
--Break--
r(1);
.
*
* 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/