Re: st: RE: Fixed Effects Form of Quantile Regression

[inggrid <inggrid_ep@yahoo.com>]

Dear all,

I have solved my problem. 
Here is the commands I used:

set mem 500m
set maxvar 10000

keep y x1 x2 x3 (to save space)

xi: bsqreg  y x1 x2 x3  i.id, quantile(.1) reps(100)


Many thanks to Jan and Jorge for their help.


Best regards,
Inggrid
--- On Tue, 3/29/11, Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co> wrote:

> From: Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co>
> Subject: Re: st: RE: Fixed Effects Form of Quantile Regression
> To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
> Date: Tuesday, March 29, 2011, 10:10 PM
> 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 <inggrid_ep@yahoo.com>
> 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 <JBR@finansraadet.dk>
> wrote:
> >
> >> From: Jan Bryla <JBR@finansraadet.dk>
> >> Subject: RE: [BULK]  Re: st: RE: Fixed Effects
> Form of Quantile Regression
> >> To: "statalist@hsphsun2.harvard.edu"
> <statalist@hsphsun2.harvard.edu>
> >> 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:inggrid_ep@yahoo.com]
> >>
> >> Sent: 29. marts 2011 12:23
> >> To: statalist@hsphsun2.harvard.edu
> >> 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 <JBR@finansraadet.dk>
> >> wrote:
> >>
> >> > From: Jan Bryla <JBR@finansraadet.dk>
> >> > Subject: st: RE: Fixed Effects Form of
> Quantile
> >> Regression
> >> > To: "statalist@hsphsun2.harvard.edu"
> >> <statalist@hsphsun2.harvard.edu>
> >> > 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: owner-statalist@hsphsun2.harvard.edu
> >> > [mailto:owner-statalist@hsphsun2.harvard.edu]
> >> > On Behalf Of inggrid
> >> > Sent: 29. marts 2011 08:05
> >> > To: statalist@hsphsun2.harvard.edu
> >> > 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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> >>
> >>
> >>
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