--- Shinkyu Yang <[email protected]> first wrote
that the way Stata computes SE was incorrect:
> 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.
Frank Eaton <[email protected]> ask for more
detail
> Please do tell me more, thank you!
--- Shinkyu Yang <[email protected]> then wrote:
> As others already mentioned, Reference qreg part
> explains bootstrap
> method to construct SEs. My experience told me that
> the Stata's SEs
> were hardly correct.
This is NOT satisfactory, Shinkyu Yang, you stated
that Stata's SE are wrong but do not provide any
supporting evidence. This leaves us, who routinely use
-qreg-, wandering if you are correct and Stata is
wrong or what? If Stata is computing incorrect SE, I
and I'm sure Stata, would want to know this.
I think that is a terrible disservice to Stata and
users to state on this list that something is computed
incorrectly without providing adequate evidence.
Best,
Ricardo.
=====
Ricardo Ovaldia, MS
Statistician
Oklahoma City, OK
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