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Re: st: factor variables and pweights not accepted in qreg Stata v13


From   Joerg Luedicke <[email protected]>
To   [email protected]
Subject   Re: st: factor variables and pweights not accepted in qreg Stata v13
Date   Wed, 26 Jun 2013 11:26:57 -0400

I cannot replicate the problem:

. sysuse auto
(1978 Automobile Data)

. qreg price weight length i.foreign
Iteration  1:  WLS sum of weighted deviations =  112795.66

Iteration  1: sum of abs. weighted deviations =     111901
Iteration  2: sum of abs. weighted deviations =  110529.43
Iteration  3: sum of abs. weighted deviations =  109524.57
Iteration  4: sum of abs. weighted deviations =   109468.3
Iteration  5: sum of abs. weighted deviations =  109105.27
note:  alternate solutions exist
Iteration  6: sum of abs. weighted deviations =  108931.02
Iteration  7: sum of abs. weighted deviations =   108887.4
Iteration  8: sum of abs. weighted deviations =  108822.59

Median regression                                    Number of obs =        74
  Raw sum of deviations   142205 (about 4934)
  Min sum of deviations 108822.6                     Pseudo R2     =    0.2347

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      weight |   3.933588   1.328718     2.96   0.004     1.283543    6.583632
      length |  -41.25191   45.46469    -0.91   0.367    -131.9284    49.42456
             |
     foreign |
    Foreign  |   3377.771   885.4198     3.81   0.000     1611.857    5143.685
       _cons |   344.6489   5182.394     0.07   0.947     -9991.31    10680.61
------------------------------------------------------------------------------

. qreg price weight length foreign [pw= displacement]
Iteration  1:  WLS sum of weighted deviations =   23571568

Iteration  1: sum of abs. weighted deviations =   23596808
Iteration  2: sum of abs. weighted deviations =   23268657
Iteration  3: sum of abs. weighted deviations =   23264763
Iteration  4: sum of abs. weighted deviations =   23242098
Iteration  5: sum of abs. weighted deviations =   23240219
Iteration  6: sum of abs. weighted deviations =   23239934

Median regression                                    Number of obs =        74
  Raw sum of deviations 3.54e+07 (about 5379)
  Min sum of deviations 2.32e+07                     Pseudo R2     =    0.3438

------------------------------------------------------------------------------
             |               Robust
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      weight |   6.274595   .2034548    30.84   0.000     5.868817    6.680372
      length |  -99.88108   7.523739   -13.28   0.000    -114.8867   -84.87546
     foreign |   3937.741   68.35094    57.61   0.000     3801.419    4074.062
       _cons |   4400.254   875.7561     5.02   0.000     2653.614    6146.895
------------------------------------------------------------------------------

In the -qreg- help file it says:

"qreg allows fweights, aweights, iweights, and pweights;"

Not sure how this kind of stuff maps to dialog boxes as I never use them.

Joerg


On Tue, Jun 25, 2013 at 5:16 PM, Ariel Linden, DrPH
<[email protected]> wrote:
> I just got version 13 today and immediately fired it up...
>
> Contrary to the help file for -qreg- that says "indepvars may contain factor
> variables; see fvvarlist" and "qreg allows fweights, aweights, iweights, and
> pweights; see weight", I got an error when running the following code:
>
> . sysuse auto
>
> . qreg price weight length i.foreign
> factor variables and time-series operators not allowed
> r(101);
>
> . qreg price weight length foreign [pw= displacement]
> pweight not allowed
> r(101);
>
> n.b. I just noticed that in the dialog box for qreg, there is no pweight
> option...
>
> Ariel
>
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