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st: qreg and reghv with pooled cross-sectional data
From
Adam Cheung <[email protected]>
To
[email protected]
Subject
st: qreg and reghv with pooled cross-sectional data
Date
Tue, 22 May 2012 15:20:28 +0800 (SGT)
[email protected].
Dear all Statalisters,
I would like to compare the distribution (probably variance and quantiles)of an interval variable X across two or more waves of cross-sectional data.
The variable is not normally distributed, so I prefer looking at the quantiles. Perhaps I will need to control another variable too. Can I just simply pool the repeated waves of data and run a -sqreg- like:
sqreg X wavevar controlvar, q(.1 .25 .5 .75 .9)
Is this method problematic because of the possible autocorrelation of the pooled data? Similarly, Is it problematic if I use -reghv- to use wave as a predictor of log-variance with a hetereoscdastic regression?
Any suggestion? Thanks very much.
Regards,
Adam
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