--- Nick Cox <[email protected]> in reply to my
post asking if -qreg mpg foreign- followed by
-test foreign- tests the null that the MEDIANS of the
two groups (foreign and domestic)are the same? wrote:
> 1. Yes, in this circumstance it bears this
> interpretation given the relationship between the
> median and minimising sums of absolute deviations.
>
> 2. But it's not a test that I would want to run
> with. The double exponential model, while a
> numerically tractable and appropriate model to work
> with when being moderately pessimistic about the
> tails of an error distribution, is not often a very
> realistic model when comparing two data
> distributions.
Now, if I include another variable in the model such
as -price-, in the case of linear regression I can
interpret the results from -test foreign- as a ttest
of foreign adjusted for -price-. Does this
interpretation also applies to -qreg- except with
respect to medians? Or is there a better way to
compare adjusted medians?
Best,
Ricardo.
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