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| From | Maarten buis <maartenbuis@yahoo.co.uk> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: equality across quantile regressions WITHOUT sqreg |
| Date | Mon, 27 Sep 2010 13:49:25 +0000 (GMT) |
--- On Mon, 27/9/10, Lim, Raymond wrote:
> Can I test equality of coefficients across different
> quantile regressions (.25 .50 .75) manually after running
> qreg? If so, would the calculation be the usual "coefficient
> +or- 1.96*SE" and see whether the 95% confidence intervals
> overlap?
Unfortunately no, that method never works. Basically you are
missing the covariance of the joint sampling distribution.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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