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Re: st: OLS and Quantile Regression Estimates
From
Charles Koss <[email protected]>
To
[email protected]
Subject
Re: st: OLS and Quantile Regression Estimates
Date
Mon, 28 Mar 2011 20:30:38 -0500
You are very welcome
On Mon, Mar 28, 2011 at 7:57 PM, Ian Li <[email protected]> wrote:
> Hi Charles,
>
> Thanks, that does clear things up a bit.
>
> Cheers
> Ian
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of Charles Koss
> Sent: Monday, 28 March 2011 11:50 PM
> To: [email protected]
> Subject: Re: st: OLS and Quantile Regression Estimates
>
> There are differences, OLS estimates are based on the minimization of squared deviations from the mean.
>
> On Mon, Mar 28, 2011 at 2:24 AM, Ian Li <[email protected]> wrote:
>> Dear all,
>>
>> I have some queries regarding the results of a hedonic equation (say, Y = X1+X2+X3+e) that I ran using both OLS and quantile regression. In particular, when I look at the results for one dummy variable, say, X1, the OLS equation estimates the coefficient on X1 at 0.03, and it is significant at the 10% level. However, the quantile regression estimates for every 5th percentile provides estimates ranging from 0.04 to 0.15, and they are all statistically insignificant. What I would like to know is if this implies any mistakes I have made in the estimations? Is it possible for the OLS estimate to be outside of the range of quantile regression estimates for the same exact model?
>>
>> Regards
>> Ian
>>
>>
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