Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: qreg and reghv with pooled cross-sectional data

From   Adam Cheung <>
Subject   st: qreg and reghv with pooled cross-sectional data
Date   Tue, 22 May 2012 15:20:28 +0800 (SGT) 

Dear all Statalisters, 

I would like to compare the distribution (probably variance and quantiles)of an interval variable X across two or more waves of cross-sectional data. 

The variable is not normally distributed, so I prefer looking at the quantiles. Perhaps I will need to control another variable too. Can I just simply pool the repeated waves of data and run a -sqreg- like:

sqreg X wavevar controlvar, q(.1 .25 .5 .75 .9) 

Is this method problematic because of the possible autocorrelation of the pooled data? Similarly, Is it problematic if I use -reghv- to use wave as a predictor of log-variance with a hetereoscdastic regression?

Any suggestion? Thanks very much.


*   For searches and help try:

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