Ronand and Maarten,
Thank you very much for your responses, now I get why Stata is
considering the quantiles between 0 and 1, exclusive, when we use the
"sqreg" command.
But, may I bother you again? I understood that I'm having a problem
with the interpretation of the coefficients, because I can't
understand what's the meaning of each one of the coefficients obtained
with this command.
I'm working with some households surveys for latinamerican countries,
so the data I'm using has the next variables:
household_identifier income food_expenditure
123 1000 800
445 2980 1500
670 500 250
. . .
. . .
. . .
870 15200 14000
The model that I'd like to perform is this:
income = a + b*(food_expenditure) + error
And I need to compare the coefficients for each decil of income of the
population of each country, something like comparing the coefficient
for the food expenditure done by 10% of the poorest population and the
richest 10% of the population.
I think that the quantile regression is the way to do this, using the
"sqreg" command, am I wrong?
That's why I thought that I need 10 regressions instead of 9, because
I need to compare the coefficients for each one of the 10th parts of
the population.
Thank you very much!
Leonor
2008/4/24, Maarten buis <maartenbuis@yahoo.co.uk>:
> > --- Leonor Saravia <lmisaravia@gmail.com> wrote:
> > > I need to estimate a regression for each decil of income for a
> > > country, so, if I�m understanding well, using "sqreg" it�s not the
> > > way to do it, isn�t it? Because I�m obteining 9 regression instead
> > > of 10, being 10 what I was expecting.
>
> --- Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> > You should expect 9 regressions: you are modeling the first to the
> > ninth decile and never the zeroth or the tenth decile (being the
> > minimum and the maximum). This is implicit in the description of the
> > description of the -quantile()- option in the helpfile of -sqreg-:
> > "quantile(#) specifies the quantile to be estimated and should be a
> > number between 0 and 1, exclusive."
>
> Let me expand a bit on that: The key in this quote is the word
> "exclusive": the quantiles 0 and 1 are not allowed. This makes sense.
> Consider your case, where you want deciles: This means you want to cut
> you dependent variable into ten pieces, and the deciles are the points
> where you make the cuts. If you want to cut something in ten pieces you
> only need nine cuts; you don't need to cut at the bottom (zeroth
> decile) or the top (tenth decile).
>
> Hope this helps,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
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>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
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