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st: rreg v.s qreg regression


From   Ricardo Ovaldia <[email protected]>
To   [email protected]
Subject   st: rreg v.s qreg regression
Date   Thu, 28 Aug 2003 10:24:34 -0700 (PDT)

Dear all,

After unsuccessfully trying to normalize
(transform)some very skew clinical data, I decided to
use -rreg- to fit a robust regression model.
Everything look good until I decided to use a -qreg-
for median regression on these same data. To my
surprise, the two methods produced very different
results. Covariates significant in one model were not
in the other, and vice-versa. Also the p-values from
-qreg- were in general smaller than those from -rreg-.
I now have to decide which results to believe. 

Could someone please tell me how I should proceed in
determining which results are more consistent with my
data? That is, when should I use -rreg- and when is
-qreg- more appropriate?   

Thank you in advance,
Ricardo.

=====
Ricardo Ovaldia, MS
Statistician 
Oklahoma City, OK

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