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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