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

[Charles Koss <hqtiger@gmail.com>]

Now I wonder, having 17000 observations, did you find differences in
the results with 100 reps.? if positive, what is causing such
differences?

Charles

-- 
Charles Koss
http://charlesonnet.blogspot.com

On Tue, Mar 29, 2011 at 12:48 PM, inggrid <inggrid_ep@yahoo.com> wrote:
> 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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