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Re: st: RE: Fixed Effects Form of Quantile Regression
From
Jorge Eduardo Pérez Pérez <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: RE: Fixed Effects Form of Quantile Regression
Date
Tue, 29 Mar 2011 11:10:27 -0400
Try -bsqreg-:
clear
set obs 10000
gen id=round(_n/100)
foreach x in v1 v2 v3 {
gen `x'=uniform()
}
xi: bsqreg v1 v2 v3 i.id, quantile(0.1) reps(200)
_______________________
Jorge Eduardo Pérez Pérez
On Tue, Mar 29, 2011 at 9:56 AM, inggrid <[email protected]> wrote:
> Hi Jan,
>
> Sorry, it seems I have been confused you. I am quite new with quantile regression.
>
> Actually, I would like to perform a fixed effect quantile regression in STATA.I heard that STATA does not provide correct standard errors for xi:qreg. So, I try to get boostrap standard errors. Please correct me if I am wrong.
>
> I have 17000 observations.
>
> Thank you very much for your help!
>
> Best regards,
>
> Inggrid
>
> --- On Tue, 3/29/11, Jan Bryla <[email protected]> wrote:
>
>> From: Jan Bryla <[email protected]>
>> Subject: RE: [BULK] Re: st: RE: Fixed Effects Form of Quantile Regression
>> To: "[email protected]" <[email protected]>
>> Date: Tuesday, March 29, 2011, 8:31 PM
>> 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
>> >
>> >
>> >
>> > *
>> > * 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/
>> >
>>
>>
>>
>>
>> *
>> * 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/
>
*
* 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/