Dear Stata users,
I was doing a bootstrapping exercise for the same quantile regression in
three ways.
1) bs "qreg y x1 x2 x3....x22" "_b[x1] _b[x2]...._b[x22] _[_const],
reps(20)
2) sqreg y x1 x2 ...... x22
3) bsqreg y x1 x2 ......x22
Why am I getting different bootstrap standard errors in each one of this
method? The stata help says these methods are same. The coefficients I am
getting are same though. Can anyone tell me which one of this is to be
accepted or most widely used?
Thanks,
Rijo John.
***************************************************
Rijo.M.John,Research Scholar
Indira Gandhi Institute of Developement Research,
Film City Road, Goregaon East,
Mumbai, India-400065.
contact: (+91)9892412476
*
* 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/