Among other details, Alan speculated whether -qreg- has changed since
that used in STB-9 (which was in 1992).
That would not be totally surprising -- I suspect that there is a lot of
old code in Stata that still works fine -- but
. viewsource qreg.ado
removes all uncertainty. -qreg- itself was last touched in 2007. I can't
speak for -_qreg- which is part of the executable.
Nick
[email protected]
Feiveson, Alan H.
I tried to get bootstrapped standard errors with median regression
by using the -bs- command. The regression appears to run through all the
iterations, but at the end ,there seems to be a problem in collecting
all the estimates to get the bootstrapped standard error. I notice that
Bill Gould has provided code in STB-9 (sg11_1.ado) to do this, but this
is from some years ago and the -qreg- version that it uses might not be
the one we now have with Stata 10.1. So my questions are
1) Is sg11-1.ado still the best way to do this ,other than bootstrapping
by hand with -bsample-?
2) Is there a workaround using the current Stata 10.1 cabilities?
3) Can this be done with cluster sampling?
4) I'm curious - what is the reason for the failure (see below)?
. bs: qreg z4 zrs0
(running qreg on estimation sample)
Bootstrap replications (50)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
.................................................. 50
Median regression Number of obs =
1860
Raw sum of deviations 1217.215 (about -.99425226)
Min sum of deviations 1217.215 Pseudo R2 =
0.0000
last estimates not found
r(301);
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