Re: st: Question about comparing sqreg models

[Milena Nikolova <mnikolova01@gmail.com>]

Hi Joao: 

Many thanks!

Then, let me pose the question more generically: how should one compare two quantile regression models (assuming the dependent variable is continuous) estimated with sqreg. 
E.g., Model 1 is: Y x1 x2 and Model 2 is Y x1 x2 x3

Thanks so much!

Milena

On Aug 22, 2013, at 7:55 AM, Santos Silva, J.M.C. wrote:

> Dear Milena,
> 
> I am afraid your problem is more serious than that: the quantile regression 
> estimator implemented in sqreg (and in qreg and so on) is valid only if the 
> dependent variable is continuous, which is not the case in your application.
> Also, your data is bounded and it may be inappropriate to use a linear 
> model. So, it is not clear that any of your regressions will give you sensible 
> results.
> 
> All the best,
> 
> Joao
> 
>> Hello!
>> 
>> I am using Stata 11.2 for Mac and I have two regression equations (the 
>> dependent variable in each is the same and is an ordinal variable measured on 
>> a scale from 0 to 10) estimated using -sqreg- for the 10th, 25th, 50th, 75th, 
>> and 90th percentiles. Model 1 is the truncated model and Model 2 is the full 
>> model (with additional controls). My questions are: i) what is the 
>> methodologically appropriate way of comparing the results from Model 1 with 
>> those from Model 2? ii) What command could I use in Stata to get at this 
>> comparison?
>> 
>> Many thanks in advance!
>> 
>> Milena
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> 
> 
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