Bookmark and Share

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]

RE: [BULK] Re: st: RE: Fixed Effects Form of Quantile Regression


From   Jan Bryla <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: [BULK] Re: st: RE: Fixed Effects Form of Quantile Regression
Date   Tue, 29 Mar 2011 15:31:38 +0200

No, sorry - this is not clear to me. Where do you experience problems exactly - are you actually able to perform the quantile regression or does the error appear when you bootstrap?

You say you have 321 dummy variables. This does not sound like a lot to me - are there are observations enough for this? 
 
/Jan

-----Original Message-----
From: inggrid [mailto:[email protected]] 
Sent: 29. marts 2011 12:23
To: [email protected]
Cc: Jan Bryla
Subject: [BULK] Re: st: RE: Fixed Effects Form of Quantile Regression
Importance: Low

Hi Jan,

Thank you very much for your tips!
I have tried your suggestion. Unfortunately,I have 321 dummy variables. Hence, STATA could not continued my qreg even if I have increased the memory space and  the variable (I was trying to get bootstrap standard errors as well!).

Here is my commands:

capture program drop bootqreg
prog bootqreg
xi: qreg  y x1 x2 x3 i.hhid [aweight=hhweight],quantile(0.1) 
end
bs, reps(200) cluster(ea): bootqreg

Any idea how to get the correct standard error?

Many thanks for the help!

Best regards,
Inggrid

--- On Tue, 3/29/11, Jan Bryla <[email protected]> wrote:

> From: Jan Bryla <[email protected]>
> Subject: st: RE: Fixed Effects Form of Quantile Regression
> To: "[email protected]" <[email protected]>
> Date: Tuesday, March 29, 2011, 2:22 PM
> A good starting point would be to
> perform least-squares dummy variables regression with -qreg-
> or similar, such as
> 
> xi: qreg y x1 x2 ... i.id
> 
> Wich would give you "id"-fixed effects.
> 
> See also http://www.stata.com/statalist/archive/2004-07/msg00861.html
> and the following discussion.
> 
> Hope it helps.
> Jan Bryla
> 
> 
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]
> On Behalf Of inggrid
> Sent: 29. marts 2011 08:05
> To: [email protected]
> Subject: st: Fixed Effects Form of Quantile Regression
> 
> Dear all,
> 
> I am going to use a fixed effect quantile regression. Does
> anyone know the STATA code for this method?
> 
> Thank you very much for your help.
> 
> Best regards,
> Inggrid
> 
> 
>       
> *
> *   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/
> 
> *
> *   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/
> 


      

*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index