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From | "Martin Weiss" <martin.weiss1@gmx.de> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: Re: AW: problem with grqreg after qreg |
Date | Thu, 1 Jul 2010 19:16:00 +0200 |
<> If you want analytic standard errors, go for the -qreg- solution, if not, go for -bootstrap-ped -sqreg- standard errors. The feature that adds value in the case of -sqreg- is that you can -test- across equations ([R], p. 1457), but it does not apply for a "univariate" plot of one coefficient... HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of xueliansharon Sent: Donnerstag, 1. Juli 2010 18:43 To: statalist@hsphsun2.harvard.edu Subject: st: Re: AW: problem with grqreg after qreg Hi, Martin, Thanks for your information! it's very helpful! Then could you tell me whether I should use sqreg or qreg before grqreg if I want to get a graph plotting all the coefficients before weight for quantile 0.1,0.2,...,0.9 regression? The confidence bands in two graphs are different. Another question, if I want to get quantile regression estimates for quantile 0.1,0.2,0.3,..., should I use qreg for each quantile respectively or use sqreg? I compare the results from qreg and sqreg, the values of estimates are the same, and the differences are standard errors, but this make a big difference when we consider about the significance. So which standard error is more reliable? qreg or sqreg? And is standard error the only difference between qreg and sqreg? Many thanks. Best, Sharon -- View this message in context: http://statalist.1588530.n2.nabble.com/problem-with-grqreg-after-qreg-tp5243 782p5244163.html Sent from the Statalist mailing list archive at Nabble.com. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/