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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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