Re: st: RE: Fixed Effects Form of Quantile Regression

[inggrid <inggrid_ep@yahoo.com>]

Hi,
Thank you for the warning.
I'll increase the number of replications.
Please do read this article:
http://www.stata.com/support/faqs/stat/reps.html
\\ Inggrid
--- On Wed, 3/30/11, Charles Koss <hqtiger@gmail.com> wrote:

> From: Charles Koss <hqtiger@gmail.com>
> Subject: Re: st: RE: Fixed Effects Form of Quantile Regression
> To: statalist@hsphsun2.harvard.edu
> Date: Wednesday, March 30, 2011, 4:38 AM
> Now I wonder, having 17000
> observations, did you find differences in
> the results with 100 reps.? if positive, what is causing
> such
> differences?
> 
> Charles
> 
> -- 
> Charles Koss
> http://charlesonnet.blogspot.com
> 
> On Tue, Mar 29, 2011 at 12:48 PM, inggrid <inggrid_ep@yahoo.com>
> wrote:
> > Dear all,
> >
> > I have solved my problem.
> > Here is the commands I used:
> >
> > set mem 500m
> > set maxvar 10000
> >
> > keep y x1 x2 x3 (to save space)
> >
> > xi: bsqreg  y x1 x2 x3  i.id, quantile(.1)
> reps(100)
> >
> >
> > Many thanks to Jan and Jorge for their help.
> >
> >
> > Best regards,
> > Inggrid
> > --- On Tue, 3/29/11, Jorge Eduardo Pérez Pérez
> <perez.jorge@ur.edu.co>
> wrote:
> >
> >> From: Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co>
> >> Subject: Re: st: RE: Fixed Effects Form of
> Quantile Regression
> >> To: "statalist@hsphsun2.harvard.edu"
> <statalist@hsphsun2.harvard.edu>
> >> Date: Tuesday, March 29, 2011, 10:10 PM
> >> Try -bsqreg-:
> >>
> >> clear
> >> set obs 10000
> >> gen id=round(_n/100)
> >> foreach x in v1 v2 v3 {
> >>     gen `x'=uniform()
> >> }
> >> xi: bsqreg v1 v2 v3 i.id, quantile(0.1) reps(200)
> >>
> >>
> >> _______________________
> >> Jorge Eduardo Pérez Pérez
> >>
> >>
> >>
> >>
> >> On Tue, Mar 29, 2011 at 9:56 AM, inggrid <inggrid_ep@yahoo.com>
> >> wrote:
> >> > 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 <JBR@finansraadet.dk>
> >> wrote:
> >> >
> >> >> From: Jan Bryla <JBR@finansraadet.dk>
> >> >> Subject: RE: [BULK]  Re: st: RE: Fixed
> Effects
> >> Form of Quantile Regression
> >> >> To: "statalist@hsphsun2.harvard.edu"
> >> <statalist@hsphsun2.harvard.edu>
> >> >> 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:inggrid_ep@yahoo.com]
> >> >>
> >> >> Sent: 29. marts 2011 12:23
> >> >> To: statalist@hsphsun2.harvard.edu
> >> >> 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 <JBR@finansraadet.dk>
> >> >> wrote:
> >> >>
> >> >> > From: Jan Bryla <JBR@finansraadet.dk>
> >> >> > Subject: st: RE: Fixed Effects Form
> of
> >> Quantile
> >> >> Regression
> >> >> > To: "statalist@hsphsun2.harvard.edu"
> >> >> <statalist@hsphsun2.harvard.edu>
> >> >> > 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: owner-statalist@hsphsun2.harvard.edu
> >> >> > [mailto:owner-statalist@hsphsun2.harvard.edu]
> >> >> > On Behalf Of inggrid
> >> >> > Sent: 29. marts 2011 08:05
> >> >> > To: statalist@hsphsun2.harvard.edu
> >> >> > 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:
> >> > *   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:
> *   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/