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# Re: st: sqreg, extremely small coefficients, no standard error and t report

 From Nick Cox To statalist@hsphsun2.harvard.edu Subject Re: st: sqreg, extremely small coefficients, no standard error and t report Date Thu, 16 Aug 2012 19:44:37 +0100

You have problems on two levels.

you are trying to fit means that -sqreg- can't perform as you hope.
This often means that you are trying to fit a model that is too
-sqreg- to end up in some strange part of parameter space. For
example, you may have one variable that is nearly constant except for
a few values which act as outliers. This can easily happen with
indicator variables (so-called dummy variables).

2. It's possible in principle that you have tickled a weird bug in
-sqreg- but nothing in your posting helps us to see what is going on
in any real detail.

_exactly_ what you typed in Stata and to give the _exact_ output. Word
descriptions and paraphrases are cheap; syntax and output are
valuable. The results of a -summarize- on the variables used in
-sqreg- might help too.

Nick

On Thu, Aug 16, 2012 at 7:30 PM, Chuanjian Bao <cbao@clemson.edu> wrote:

> I run a quantile regression using -sqreg-. With the results of q[25]
> and q[75] being normal, that of q[50] is a little bit weird. All the
> coefficients except the constant of q[50] equation are extremely
> small, i.e., less than one billionth. And all the other columns of
> q[50] equation are nothing but dots. The constant equals exactly to
> the median of the dependent variable of the sample.
>
> In addition, I run a qreg, whose default quantile value is the median.
> The coefficients and the standard error are both extremely small. And
> the constant equals to the median of the dependent variable.
>
> Any suggestions on what the problem is will be highly appreciated.
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