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Re: st: Endogeneity in quantile regression
From
Scott Merryman <[email protected]>
To
[email protected]
Subject
Re: st: Endogeneity in quantile regression
Date
Mon, 5 Jul 2010 20:04:18 -0500
Did you try it without the -nodots- option? I get this:
. bootstrap _b , reps(1000) seed(10101) : qregivb
(running qregivb on estimation sample)
Bootstrap replications (1000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 50
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 100
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 150
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 200
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 250
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 300
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 350
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 400
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 450
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx--Break--
I would suspect the problem the tempvar used the -qreg- regression.
Try using explicit variables.
Also, the line -ereturn local cmd "schrural19"- going to return an error.
Scott
On Mon, Jul 5, 2010 at 9:40 AM, xueliansharon <[email protected]> wrote:
> Dear all,
>
> I want to do quantile regression, but I have an endogenous variable, so I
> regress the endogenous variable price on IVs in the first stage and get the
> predicted value for price, then do quantile regression of mpg on foreign and
> pricehat, after that I bootstrap the whole program to correct for the
> standard errors. But I get an error message "Convergence not achieved". So
> can anybody help me to figure out the mistakes in my codes? Many thanks.
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