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| From | Milena Nikolova <mnikolova01@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Question about comparing sqreg models |
| Date | Thu, 22 Aug 2013 10:27:17 -0400 |
Hi Joao: Many thanks! Then, let me pose the question more generically: how should one compare two quantile regression models (assuming the dependent variable is continuous) estimated with sqreg. E.g., Model 1 is: Y x1 x2 and Model 2 is Y x1 x2 x3 Thanks so much! Milena On Aug 22, 2013, at 7:55 AM, Santos Silva, J.M.C. wrote: > Dear Milena, > > I am afraid your problem is more serious than that: the quantile regression > estimator implemented in sqreg (and in qreg and so on) is valid only if the > dependent variable is continuous, which is not the case in your application. > Also, your data is bounded and it may be inappropriate to use a linear > model. So, it is not clear that any of your regressions will give you sensible > results. > > All the best, > > Joao > >> Hello! >> >> I am using Stata 11.2 for Mac and I have two regression equations (the >> dependent variable in each is the same and is an ordinal variable measured on >> a scale from 0 to 10) estimated using -sqreg- for the 10th, 25th, 50th, 75th, >> and 90th percentiles. Model 1 is the truncated model and Model 2 is the full >> model (with additional controls). My questions are: i) what is the >> methodologically appropriate way of comparing the results from Model 1 with >> those from Model 2? ii) What command could I use in Stata to get at this >> comparison? >> >> Many thanks in advance! >> >> Milena >> * >> * 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/ > > > * > * 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/ * * 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/