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st: replicability of bootstrap standard errors in quantile regression
From |
Jessica Goldberg <[email protected]> |
To |
[email protected] |
Subject |
st: replicability of bootstrap standard errors in quantile regression |
Date |
Mon, 19 Mar 2007 23:16:39 -0400 |
I am having trouble reproducing bootstrap standard errors, despite
setting the seed immediately before the regression command. If I run
the same .do file twice, I get different standard errors each time.
However, if I repeat the code within the same .do file (re setting the
seed), I get the same standard errors within the file.
The lines of code I am using are:
set seed 123456789
bsqreg earnwke sex age age2 ed_9to10-ed_16ormore, q(.5) reps(50)
I've had the same results setting the seed in the same line as running
the regression.
I'd appreciate any suggestions. Thank you for your help.
Jessica Goldberg
[email protected]
PhD student, Department of Economics
University of Michigan
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