Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: rreg and suest
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: rreg and suest
Date
Tue, 25 Sep 2012 19:44:20 +0100
I guess that this requires a fix to -rreg_p- by someone, ideally
StataCorp. That is, -predict- after -rreg- uses -rreg_p-, which it
seems does not allow a -score- option.
On Tue, Sep 25, 2012 at 7:29 PM, Amy Dunbar
<[email protected]> wrote:
> I would like to use robust regression (rreg) and suest to compare coefficients in pre vs post models. I realize I can create an indicator variable and use a single model, but I wanted to show the two approaches get the same results.
>
> If I use reg instead of rreg, I have no problem.
>
> sysuse auto.dta
>
> **********foreign***************
> rreg price mpg weight if foreign ==1
> estimates store m0
>
> **********domestic***************
> rreg price mpg weight if foreign ==0
> estimates store m1
>
> ********compare coefficients across models **************
> suest m0 m1
> test [m0_mean]weight = [m1_mean]weight
>
> error message:
> unable to generate scores for model m0
> suest requires that predict allow the score option
>
> Is there another way besides using an indicator variable to compare coefficients across equations using rreg?
>
> I found the following comment from Nick Cox in a post:
> "I'd use -qreg- or one of the newer user-written robust regression programs rather than -rreg-, if only because I would have a job explaining to myself why there is not a less arbitrary way to do robust regression than -rreg-." http://www.stata.com/statalist/archive/2011-05/msg00835.html
>
> I haven't tried other estimators because I am trying to replicate a paper.
*
* 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/