Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Prakash Singh <prakashbhu@gmail.com> |
To | statalist <statalist@hsphsun2.harvard.edu> |
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 <shikha.sinha414@gmail.com> 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 > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/