Frank,
As others already mentioned, Reference qreg part explains bootstrap
method to construct SEs. My experience told me that the Stata's SEs
were hardly corret.
Skyang
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Frank Eaton
Sent: Wednesday, February 26, 2003 3:21 PM
To: [email protected]
Subject: Re: st: RE: qreg
Skyang,
Please do tell me more, thank you!
Frank
At 11:56 AM 2003-02-26 -0500, you wrote:
>
>As far as I know, qreq does not produce the right SEs. There are
several
>ways to construct standard error. I will tell further if you cannot
>find ways to construct SEs.
>
>Skyang
>
>
>-----Original Message-----
>From: [email protected]
>[mailto:[email protected]] On Behalf Of Frank Eaton
>Sent: Wednesday, February 26, 2003 2:29 PM
>To: [email protected]
>Subject: st: qreg
>
>I posted the following message a couple of weeks ago and have had no
>replies. Did it get lost in the debate over picketing? Anyway, can
>anyone
>provide any advice?
>
>Frank
>
>>Date: Wed, 12 Feb 2003 09:07:01 -0800
>>To: [email protected]
>>From: Frank Eaton <[email protected]>
>>Subject: qreg
>>
>>My attempts to run qreg yield plausible parameter estimates, but the
>SEs
>are all very small, such as 3.92e-14. Does anyone have an idea what
>might
>cause this problem? Is it something in my data? All help appreciated.
>>
>>Frank
>>
>
>Frank Eaton, Principal
>ARC Applied Research Consultants (division of NFO CFgroup)
>112 Kent Street, Suite 2010A
>Ottawa, Ontario K1P 5P2
>Telephone: (613) 230-4931
>Fax: (613) 232-7102
>
>*
>* For searches and help try:
>* http://www.stata.com/support/faqs/res/findit.html
>* http://www.stata.com/support/statalist/faq
>* http://www.ats.ucla.edu/stat/stata/
>
>Attachment Converted: D:\Z\Eudora Attachments\Shinkyu Yang.vcf
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
BEGIN:VCARD
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