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Re: st: Quantile vs Quartile regression
From
Prakash Singh <[email protected]>
To
statalist <[email protected]>
Subject
Re: st: Quantile vs Quartile regression
Date
Wed, 29 May 2013 08:55:15 +0530
Dear Shikha I am not sure but it looks to me that when you are using
OLS after xtile it is taking different percentile for regression that
what sqreg is taking. Just look at the percentile in sqreg and percent
in the table after ta qweight.
Prakash
On Wed, May 29, 2013 at 7:41 AM, Shikha Sinha <[email protected]> wrote:
> I want to estimate a quantile regression at four quantiles (0.25 0.50 0.75
> 0.90). I used -sqreg command in stata. However, I was trying another
> method, i.e. divide the sample into four quartiles based on distribution of
> dependent variable (weightGRAM) and run a simple OLS for each quartile. The
> results are shown below in 2. The OLS results are very different from
> -sqreg results.
>
> Can someone explain me the difference between 1 and 2, and is there way to
> replciate results in 1 by running an OLS model?
>
>
> 1. sqreg weightGRAM member child_age , quantile(.25 .50 .75 .90) nolog
>
> 2. xtile qweight=weightGRAM,nq(4)
>
> . ta qweight
>
> 4 quantiles
> of
> weightGRAM Freq. Percent Cum.
>
> 1 2,738 25.13 25.13
> 2 2,778 25.49 50.62
> 3 2,730 25.05 75.67
> 4 2,651 24.33 100.00
>
> Total 10,897 100.00
>
> . bys qweight: reg weightGRAM member child_age
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