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From | Nick Cox <njcoxstata@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: sqreg, extremely small coefficients, no standard error and t report |
Date | Thu, 16 Aug 2012 19:44:37 +0100 |
You have problems on two levels. 1. Almost certainly, something about your data together with the model you are trying to fit means that -sqreg- can't perform as you hope. This often means that you are trying to fit a model that is too complicated or that something extreme about your data is causing -sqreg- to end up in some strange part of parameter space. For example, you may have one variable that is nearly constant except for a few values which act as outliers. This can easily happen with indicator variables (so-called dummy variables). 2. It's possible in principle that you have tickled a weird bug in -sqreg- but nothing in your posting helps us to see what is going on in any real detail. Please re-read the section of the FAQ that advises you to say _exactly_ what you typed in Stata and to give the _exact_ output. Word descriptions and paraphrases are cheap; syntax and output are valuable. The results of a -summarize- on the variables used in -sqreg- might help too. Nick On Thu, Aug 16, 2012 at 7:30 PM, Chuanjian Bao <cbao@clemson.edu> wrote: > I run a quantile regression using -sqreg-. With the results of q[25] > and q[75] being normal, that of q[50] is a little bit weird. All the > coefficients except the constant of q[50] equation are extremely > small, i.e., less than one billionth. And all the other columns of > q[50] equation are nothing but dots. The constant equals exactly to > the median of the dependent variable of the sample. > > In addition, I run a qreg, whose default quantile value is the median. > The coefficients and the standard error are both extremely small. And > the constant equals to the median of the dependent variable. > > Any suggestions on what the problem is will be highly appreciated. * * 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/