st: RE: AW: Problem with grqreg

["Jeff" <jbw-appraiser@earthlink.net>]

This is a cool command.  Though a novice with Stata, I use Stata 10, one
of the reasons I purchased it was for the qreg function.  However, I was
not able to reproduce the command below: 

sqreg price mpg rep78 headroom trunk, quantiles(50 75 90) reps(20) local
rhs : colfullnames(e(b))

When I use the above syntax, I get the error:  option local not allowed

I however was able to reproduce:
sqreg price mpg rep78 headroom trunk, quantiles(50 75 90) reps(20)

Can some help or explain.

Thank you in advance

Jeffrey B. Wolpin
Certified Business & Real Estate Appraiser

Accredited Business Appraisals & Brokerage
 


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss
Sent: Tuesday, February 23, 2010 5:11 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: AW: Problem with grqreg


<> 

The underlying problem is that _sqregtrace.ado, an auxiliary ado to -ssc
d
grqreg-, strips of the column names from the "e(b)" matrix returned by
-sqreg-. The trouble is that for every quantile requested in the -q()-
option to -sqreg-, the names will be repeated, as seen in this example
featuring 3 quantiles:


*************
sysuse auto, clear
sqreg price mpg rep78 headroom trunk, quantiles(50 75 90) reps(20)
local rhs : colnames(e(b))
di in r "`rhs'"
*************

This macro "rhs" is then fed to a call to -postfile- which, rightly,
complains of duplicate entries. 

So the solution would be to prepend the "rhs" variables with the
quantile in
question, which could be achieved by modifying the above call to - local
rhs
: colfullnames(e(b))-.


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Michael C.
Morrison
Gesendet: Dienstag, 23. Februar 2010 04:34
An: statalist@hsphsun2.harvard.edu
Betreff: st: Problem with grqreg

I'm having a problem with grqreg.

After running a quantile regression with:

     sqreg  pincp  ageqtr retp schl_group semp sex wagp, q(.05 .10 .25 
.50 .75 .90 .95)

I want to graph the coefficients of the quantile regression with grqreg 
with the following command:

     grqreg, ci ols

However, I receive the following error:

     postfile: variable ageqtr already exists
     r(110);

(Note that "ageqtr" is the first independent var in the quantile 
regression.)

All my variables have labels.

Any help would be greatly appreciated. I'm using Stata version 11, 64 
bit, Windows 7.

Mike

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