Re: st: BRR for Quantile Regression using bs4rw

[jpitblado@stata.com (Jeff Pitblado, StataCorp LP)]

Mustafa Hussien <mhussei4@uthsc.edu> is using -bs4rw- with -qreg- and is
getting an error message about weights not allowed:

> I have been working on a quantile regression model for complex survey data
> (MEPS dataset) and was trying to use the user written command "bs4rw" to
> do a balanced repeated replication estimation of the SEs out of qreg. Here
> is my code:
> 
> bs4rw, rw(brrrwt*): qreg $depvar $demo if subpop==1 [pw=perwt5], q(.75)
> 
> This should work as an alternative to svy brr estimation, which is not
> allowed with qreg, and in theory this is better than doing a regular
> bootstrap. Although the help file for bs4rw says pweights are allowed in
> command, I always get an error saying that pweights are not allowed. Same
> problem happens if I specify my weight variable as iw or fw=int(), and also
> even when I specify no weight at all. I still get the same error that
> iweight or whatever weight I am using is not allowed in this composite
> estimation. (aw is not allowed with bs4rw). Perhaps the error messages are
> coming from bs4rw? qreg would run okay with any of these weights.
> 
> Any thoughts or suggestions on this problem or on generally doing a BRR on
> qreg are greatly appreciated.

-pweight- and -iweight- support were added to -qreg- in Stata 13.

Unfortunately -bs4rw- is calling all commands under version 9 control.
I will try to fix this soon.

In the mean time, Mustafa can call -qreg- under explicit version 13 control by
typing the following:

	. bs4rw, rw(brrrwt*): version 13: qreg $depvar $demo if subpop==1 [pw=perwt5], q(.75)

If Mustafa is confident that BRR is appropriate, the stern warning/error can
be overwritten by specifying "_b" for the <exp_list>:

	. svy brr _b : qreg $depvar $demo if subpop==1, q(.75)

--Jeff
jpitblado@stata.com
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