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st: RE: Fixed Effects Form of Quantile Regression
From
inggrid <[email protected]>
To
[email protected]
Subject
st: RE: Fixed Effects Form of Quantile Regression
Date
Tue, 29 Mar 2011 21:56:01 +0800 (SGT)
Hi Jan,
Sorry, it seems I have been confused you. I am quite new with quantile regression.
Actually, I would like to perform a fixed effect quantile regression in STATA.I heard that STATA does not provide correct standard errors for xi:qreg. So, I try to get boostrap standard errors. Please correct me if I am wrong.
I have 17000 observations.
Thank you very much for your help!
Best regards,
Inggrid
--- On Tue, 3/29/11, Jan Bryla <[email protected]> wrote:
> From: Jan Bryla <[email protected]>
> Subject: RE: [BULK] Re: st: RE: Fixed Effects Form of Quantile Regression
> To: "[email protected]" <[email protected]>
> Date: Tuesday, March 29, 2011, 8:31 PM
> 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/
>
*
* For searches and help try:
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