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From |
Nick Cox <njcoxstata@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

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

Date |
Fri, 24 Aug 2012 08:00:55 +0100 |

You haven't addressed the properties of the predictors. Nick On 24 Aug 2012, at 01:49, Chuanjian Bao <cbao@clemson.edu> wrote:

Hi Nick, Thanks for your thought-provoking comments. The model is pretty complicated, so I was unable to present here. I -qplot- the dependent variable, and find that the line between q(.4) and q(.6) is level. This might result in the awful results. Since the quantile regression at the low, say, .25, and high, say, .75, quantile is informative, may I just run on these value and report accordingly? Kind regards, VincentOn Thu, Aug 16, 2012 at 2:44 PM, Nick Cox <njcoxstata@gmail.com>wrote:You have problems on two levels.1. Almost certainly, something about your data together with themodelyou 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 complicated or that something extreme about your data is causing -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. Please re-read the section of the FAQ that advises you to say_exactly_ what you typed in Stata and to give the _exact_ output.Worddescriptions and paraphrases are cheap; syntax and output are valuable. The results of a -summarize- on the variables used in -sqreg- might help too. NickOn 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 themedian.The coefficients and the standard error are both extremely small.Andthe constant equals to the median of the dependent variable. Any suggestions on what the problem is will be highly appreciated

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**References**:**st: sqreg, extremely small coefficients, no standard error and t report***From:*Chuanjian Bao <cbao@clemson.edu>

**Re: st: sqreg, extremely small coefficients, no standard error and t report***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: sqreg, extremely small coefficients, no standard error and t report***From:*Chuanjian Bao <cbao@clemson.edu>

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