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st: test for equivalence of coefficient in quantile regression
From
Prabhat <[email protected]>
To
[email protected]
Subject
st: test for equivalence of coefficient in quantile regression
Date
Fri, 2 Apr 2010 21:55:21 +0900
Dear STATAlist members,
I am running a quantile regression model and have found many of the
variables significant over all the 5 quantiles of interest.
Next, I am trying to test for the equivalence of coefficients across
quantiles. I ran Wald test using 'test' command and now, except one,
none of the set of parameters are showing F value less than 0.10 .
I am using following command after sqreg,
test [q10=q25=q50=q75=q90] : avg_temp
Does it mean that estimated coefficients with quantile regression are
not significantly different, so the results are not vaild?
Are there other efficient tests for testing the equivalence of coefficient?
Thanks.
Regards,
Prabhat Barnwal
Japan
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