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RE: [BULK] Re: st: RE: Fixed Effects Form of Quantile Regression
From
Jan Bryla <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: [BULK] Re: st: RE: Fixed Effects Form of Quantile Regression
Date
Tue, 29 Mar 2011 15:31:38 +0200
No, sorry - this is not clear to me. Where do you experience problems exactly - are you actually able to perform the quantile regression or does the error appear when you bootstrap?
You say you have 321 dummy variables. This does not sound like a lot to me - are there are observations enough for this?
/Jan
-----Original Message-----
From: inggrid [mailto:[email protected]]
Sent: 29. marts 2011 12:23
To: [email protected]
Cc: Jan Bryla
Subject: [BULK] Re: st: RE: Fixed Effects Form of Quantile Regression
Importance: Low
Hi Jan,
Thank you very much for your tips!
I have tried your suggestion. Unfortunately,I have 321 dummy variables. Hence, STATA could not continued my qreg even if I have increased the memory space and the variable (I was trying to get bootstrap standard errors as well!).
Here is my commands:
capture program drop bootqreg
prog bootqreg
xi: qreg y x1 x2 x3 i.hhid [aweight=hhweight],quantile(0.1)
end
bs, reps(200) cluster(ea): bootqreg
Any idea how to get the correct standard error?
Many thanks for the help!
Best regards,
Inggrid
--- On Tue, 3/29/11, Jan Bryla <[email protected]> wrote:
> From: Jan Bryla <[email protected]>
> Subject: st: RE: Fixed Effects Form of Quantile Regression
> To: "[email protected]" <[email protected]>
> Date: Tuesday, March 29, 2011, 2:22 PM
> A good starting point would be to
> perform least-squares dummy variables regression with -qreg-
> or similar, such as
>
> xi: qreg y x1 x2 ... i.id
>
> Wich would give you "id"-fixed effects.
>
> See also http://www.stata.com/statalist/archive/2004-07/msg00861.html
> and the following discussion.
>
> Hope it helps.
> Jan Bryla
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]
> On Behalf Of inggrid
> Sent: 29. marts 2011 08:05
> To: [email protected]
> Subject: st: Fixed Effects Form of Quantile Regression
>
> Dear all,
>
> I am going to use a fixed effect quantile regression. Does
> anyone know the STATA code for this method?
>
> Thank you very much for your help.
>
> Best regards,
> Inggrid
>
>
>
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