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st: problem with grqreg after qreg


From   xueliansharon <[email protected]>
To   [email protected]
Subject   st: problem with grqreg after qreg
Date   Thu, 1 Jul 2010 08:25:17 -0700 (PDT)

Hi all,

In the following code, when I run grqreg after qreg, why do I get a curve
instead of a point in this graph (say graph 1)? grqreg should plot the
coefficient before weight for 0.5 quantile regression in my codes, which
should be a point 3.933588 in the graph, so why does grqreg retrun a curve? 

The following are my codes:

webuse auto, clear
qreg price weight length turn foreign, quantile(0.5)
grqreg weight, ci ols olsci

Also, I check the coefficients of weight when running qreg for quantile 0.1,
0.2,0.3,...,0.9 respectively, and it seems like the coefficients before
weight for each quantile regression are the same to the value in the graph1
(graph 1 is gotten by running grqreg after 0.5 quantile regression), that
is, the coefficient before weight for 0.1 quantile regression is the same to
the value in graph 1 for quantile 0.1,  is this correct? Then does it mean
that grqreg will yield the same graph no matter it is run after 0.1 or 0.2
quantile regression? 

So if I want to get a graph showing all the coefficients before weight for
quantile 0.1,0.2,...,0.9 regression, should I just employ the graph plotted
after quantile 0.5 (or 0.1 or any quantile) regression? Or should I employ
the following codes?

webuse auto, clear
set seed 10101
sqreg price weight length foreign, quantile(0.1, 0.2, 0.25, 0.3, 0.4, 0.5,
0.6, 0.7, 0.75,0.8,0.9) reps(100)
grqreg weight, ci ols olsci

Hope to get your help.

Thanks,
Sharon
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