RE: st: BRR for Quantile Regression using bs4rw

["Hussein, Mustafa (Mustafa Hussien)" <mhussei4@uthsc.edu>]

Thanks, Steve.

In qreg help file (Stata 13), there is this statement regarding weights: "qreg allows fweights, aweights, iweights, and pweights"

Except for aweights, both bs4rw and qreg seem to support all other weights 
________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Steve Samuels [sjsamuels@gmail.com]
Sent: Tuesday, September 24, 2013 4:57 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: BRR for Quantile Regression using bs4rw

-bs4rw- allows pweights only if the command does: -qreg- doesn't.

Steve


Kolenikov, Stanislav,. 2010. Resampling variance estimation for complex survey data. Stata Journal 10, no. 2: 165-199.


Steve

On Sep 24, 2013, at 4:14 PM, Hussein, Mustafa (Mustafa Hussien) wrote:

Hi Statalisters!

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.


Thanks,
Mustafa
PhD Candidate, Health Policy
UT Health Science Center
Memphis, TN

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