One small point, in your regression:
- bs "qreg y x1 x2 x3....x22" "_b[x1] _b[x2]...._b[x22] _[_const]"
the constant term needs to be specified as _b[_cons]; _[_cons] will be equal
to 1 not the value of the constant.
On the issue of setting the number of replications, you might find the FAQ "
Guidelines for bootstrap samples" at
(http://www.stata.com/support/faqs/stat/reps.html) useful.
Scott
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Rijo John
Sent: Thursday, June 24, 2004 12:19 PM
To: Statalist
Subject: st: bootstraping with qreg bsqreg and sqreg
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
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