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Re: st: RE: Looping with -qreg-


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: RE: Looping with -qreg-
Date   Thu, 19 Jan 2012 13:59:19 +0000

So it seems you want a set of quantile regressions for fractions 0.01 (0.01)0.99 but with the same intercept. Wow!

I would suggest being clearer on what you tried with -constraint- and why it didn't solve the problem.

Nick

On 19 Jan 2012, at 12:03, "STANEVA A. (497186)" <[email protected] > wrote:

Thanks Nick for your comments.
I did try with constraint option but didn't get what I need. Basically my problem is to estimate the last qreg with the new constant term (u99) 'plug' in the model. There is not noncons option in qreg.
Best wishes
Anita

________________________________________
From: [email protected] [owner- [email protected]] on behalf of Nick Cox [[email protected]]
Sent: 19 January 2012 11:52
To: [email protected]
Subject: Re: Looping with -qreg- [was: Re: st: Thread-Index: AczWnG9bfd8mYxtIRa2sdn3BOpo1xA==]

Also, it sounds as if you want to constrain your -qreg-, which makes
me feel queasy even contemplating the idea from a distance, but if so
that implies trying -constraint-.

Nick

On Thu, Jan 19, 2012 at 11:45 AM, Nick Cox <[email protected]> wrote:
Please use informative titles (subjects) for your postings. Many
people delete posts unread if they have weird titles.

There are problems at various levels with your code.

1. The line

local `b' = scalar(u99)

looks like a mistake. If local b _was_ previously defined, then you
need to refer to what this line defines as ``b''.

2. But you don't refer either to `b' or to ``b'' after defining it, so
all you have done is defined something but never used it.

3. If local b was not previously defined, this line would not work.
But that is not what you are reporting, so my guess is that a "local
b" is defined earlier in your code.

4. If you have a scalar, there is no obvious need to put it into a
local for what you want to do.

5. I don't understand what you want to do, but you are changing
results, not instructions. Later runs of -qreg- pay no attention to
e(b) produced by earlier runs of -qreg-.

6. -matrix b- and -local b- are completely different entities.

Nick

On Thu, Jan 19, 2012 at 11:21 AM, STANEVA A. (497186)
<[email protected]> wrote:

Can someone help me with this loop in a qreg?
This first line works ok!

forval i = 1/99 {
local q = `i'/100
quietly qreg $y $x if public==0, quantile(`q') nolog
matrix b = e(b)
matrix b[1, colnumb(b,"_cons")] = scalar(u99) /*I get the constant and replace it with the scalar u99, that I want/
}

The problem comes here. I want the replaced u99 to be included in my qreg and then to get the predictions based on that regression:

forval i = 1/99 {
local q = `i'/100
local `b’= scalar (u99)
quietly qreg $y $x if public==0, quantile (`q') nolog
predict xb if public==0
preserve
keep if xb~=.
restore
}
However, there is a problem in the line local`b'=scalar(u99), it seems stata doesn’t replace the _cons with the u99. It runs norm al qreg, ignoring all this manipulations.



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