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st: RE: bootstraping with qreg bsqreg and sqreg


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: bootstraping with qreg bsqreg and sqreg
Date   Thu, 24 Jun 2004 18:27:01 +0100

You mean differing other than because of 
randomness? 

Nick 
[email protected] 

Rijo John
 
>  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?

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