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From | Shikha Sinha <shikha.sinha414@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Quantile vs Quartile regression |
Date | Tue, 28 May 2013 19:11:07 -0700 |
I want to estimate a quantile regression at four quantiles (0.25 0.50 0.75 0.90). I used -sqreg command in stata. However, I was trying another method, i.e. divide the sample into four quartiles based on distribution of dependent variable (weightGRAM) and run a simple OLS for each quartile. The results are shown below in 2. The OLS results are very different from -sqreg results. Can someone explain me the difference between 1 and 2, and is there way to replciate results in 1 by running an OLS model? 1. sqreg weightGRAM member child_age , quantile(.25 .50 .75 .90) nolog 2. xtile qweight=weightGRAM,nq(4) . ta qweight 4 quantiles of weightGRAM Freq. Percent Cum. 1 2,738 25.13 25.13 2 2,778 25.49 50.62 3 2,730 25.05 75.67 4 2,651 24.33 100.00 Total 10,897 100.00 . bys qweight: reg weightGRAM member child_age * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/