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st: interpreting quantile regression with categorical predictors
From
Samantha Batchelor <[email protected]>
To
[email protected]
Subject
st: interpreting quantile regression with categorical predictors
Date
Tue, 9 Aug 2011 14:24:59 +1000
Hi,
this is more a quantile regression question than a STATA question but hope someone can help anyway.
I have a QR with a number of demographic variables predicting reading comprehension achievement e.g. small vs large family size and ethnicity.
These are my coefficients for family size - makes sense to say that kids in large families don't do as well as kids in small families.
q10 q20 q30 q40 q50 q60 q70 q80 q90
large family -7.00 -9.00 -10.00 -12.00 -14.00 -13.00 -15.00 -11.00 -2.00
These are my coefficients for ethnicity (Anglo-Australian is the reference group).
q10 q20 q30 q40 q50 q60 q70 q80 q90
Vietnamese 4.00 8.00 12.00 9.00 6.00 10.00 -1.00 -3.00 -3.00
Pacific Islander 6.00 8.00 7.00 5.00 0.00 -1.00 -6.00 -5.00 -5.00
Indigenous 6.00 8.00 12.00 9.00 3.00 -3.00 -5.00 -4.00 -6.00
Other 6.00 5.00 10.00 5.00 4.00 -2.00 -12.00 -16.00 -15.00
How do I interpret the ones with positive coefficients at the bottom end of the distribution and negative coefficients at the top? If I interpret this the same way I interpreted family size then I would be saying that Islander and Indigenous kids do better than Australians at the bottom end of the distribution (they are statistically significant) - this doesn't even make sense to me - it's like saying they're doing better when they're doing badly?
I asked a statistician for advice and was told that with categorical variables I should treat the coeffient more like a "rate" - so I would interpret the above as meaning that there are more Indigenouse kids at the lower end and fewer at the higher end - this makes sense. BUT - if I then interpret family size this way I would have to say that there are fewer kids in large families across the whole distribution.
I've spent ages looking for books or websites that explain this to no avail and am totally confused. Can someone help?
Thanks very much, Sam.
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