You asked about how to run a multivariate median regression. Isn't this the
same as Stata's qreg command. If you type
. search median regression
at the Stata prompt, a lists of references appears. One reference is for a
Frequently Asked Questions source related to qreg. Here is the first two
paragraphs from the FAQ. If this is what you're looking for, then qreg is your
answer.
=======
"Stata's qreg command fits quantile (including median) regression models,
also known as least-absolute value (LAV) models, minimum absolute deviation
(MAD) models, and L1-norm models.
"Median regression estimates the median of the dependent variable,
conditional on the values of the independent variable. This is similar to
least-squares regression, which estimates the mean of the dependent variable. Said
differently, median regression finds the regression plane that minimizes the sum of
the absolute residuals rather than the sum of the squared residuals."
=======
Joe Hilbe
=========================================================:
Dear listusers,
I have to build a multivariable median regression model but I don't
understand which is the appropriate method to select variables. I can get the pseudo
R2 that is based on the likelihood of a double exponential distribution, but
I don't know how to use this information to decide if a variable has to enter
or not in the equation.
Many thanks,
Elisa
<mailto:[email protected]>
-----Mensaje original-----
De: [email protected] [mailto:[email protected]]
Enviado el: vie 22/04/2005 20:18
Para: [email protected]
CC:
Asunto: st: problem with missing F stats and P values in joint model test
Dear listusers,
When I run multivariate regression, the F or chi2 model statistic has been
reported as missing for some models. The Stata help menu says "the model
that you estimated has its F or chi2 model statistic reported to be
missing. Stata has done that so as not to be misleading, not because
there is something necessarily wrong with your model". But I want to
understand the mechanism behind this problem. I suspect it might be due
to the lack of LHS vars' variation or lack of statistical power. Does
anybody have experienced the same problem and have some thoughts to share?
What kind of consequence will this cause? Does it affect the
interpretation?
Many thanks,
Ying
*
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* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/