Scribd
Upload
44 views4 pages

Quan Tile

The document discusses using quantile regression to analyze the relationship between wages and education level. It performs quantile regression at different quantiles including the 25th, 50th and 75th percentiles. The output shows the coefficients and statistics for the regression at each quantile.

Uploaded by

Pat Lanugon
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
44 views4 pages

Quan Tile

The document discusses using quantile regression to analyze the relationship between wages and education level. It performs quantile regression at different quantiles including the 25th, 50th and 75th percentiles. The output shows the coefficients and statistics for the regression at each quantile.

Uploaded by

Pat Lanugon
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 4

QUANTILE REGRESSION

. qreg wages educ


Iteration

1:

WLS sum of weighted deviations =

9.199e+09

Iteration

1: sum of abs. weighted deviations =

9.201e+09

Iteration

2: sum of abs. weighted deviations =

9.123e+09

note:

alternate solutions exist

Iteration
note:

4: sum of abs. weighted deviations =

8.537e+09

alternate solutions exist

Iteration
note:

8.543e+09

alternate solutions exist

Iteration
note:

3: sum of abs. weighted deviations =

5: sum of abs. weighted deviations =

8.553e+09

alternate solutions exist

Iteration

6: sum of abs. weighted deviations =

8.553e+09

Iteration

7: sum of abs. weighted deviations =

8.553e+09

Median regression

Number of obs =

151031

Pseudo R2

0.0361

Raw sum of deviations 8.87e+09 (about 32650)


Min sum of deviations 8.55e+09

-----------------------------------------------------------------------------wages |

Coef.

Std. Err.

P>|t|

[95% Conf. Interval]

-------------+---------------------------------------------------------------educ |

1.47799

.2099875

7.04

0.000

1.066419

1.889561

_cons |

43174.99

3702.582

11.66

0.000

35918.01

50431.98

------------------------------------------------------------------------------

QUANTILE REGRESSION FOR A SPECIFIC QUANTILE


. qreg wages educ,quantile(.25)
Iteration

1:

WLS sum of weighted deviations =

8.284e+09

Iteration

1: sum of abs. weighted deviations =

8.284e+09

Iteration

2: sum of abs. weighted deviations =

7.570e+09

note:

alternate solutions exist

Iteration
note:

4: sum of abs. weighted deviations =

5.055e+09

alternate solutions exist

Iteration
note:

5.056e+09

alternate solutions exist

Iteration
note:

3: sum of abs. weighted deviations =

5: sum of abs. weighted deviations =

5.055e+09

alternate solutions exist

Iteration

6: sum of abs. weighted deviations =

5.055e+09

Iteration

7: sum of abs. weighted deviations =

5.055e+09

.25 Quantile regression

Number of obs =

151031

Pseudo R2

0.0089

Raw sum of deviations 5.10e+09 (about 5000)


Min sum of deviations 5.05e+09

-----------------------------------------------------------------------------wages |

Coef.

Std. Err.

P>|t|

[95% Conf. Interval]

-------------+---------------------------------------------------------------educ |

-.0328504

.0134833

-2.44

0.015

-.0592775

-.0064234

_cons |

4032.062

283.5979

14.22

0.000

3476.216

4587.908

------------------------------------------------------------------------------

Simultaneous Quantile
sqreg wages educ,quantile(.25 0.5 0.75)

(fitting base model)


(bootstrapping convergence not achieved
*convergence not achieved
*convergence not achieved
*convergence not achieved
*.convergence not achieved
*.convergence not achieved
*convergence not achieved
*convergence not achieved
*..convergence not achieved
*..convergence not achieved
*convergence not achieved
*convergence not achieved
*convergence not achieved
*.convergence not achieved
*.convergence not achieved
*.convergence not achieved
*.convergence not achieved
*.convergence not achieved
*.convergence not achieved
*.convergence not achieved
*.convergence not achieved
*convergence not achieved
*convergence not achieved

Simultaneous quantile regression

Number of obs =

151031

bootstrap(20) SEs

.25 Pseudo R2 =

0.0089

.50 Pseudo R2 =

0.0361

.75 Pseudo R2 =

0.0890

-----------------------------------------------------------------------------|
wages |

Bootstrap
Coef.

Std. Err.

P>|t|

[95% Conf. Interval]

-------------+---------------------------------------------------------------q25

|
educ |

-.0328504

.8678359

-0.04

0.970

-1.733791

1.66809

_cons |

4032.062

13682.43

0.29

0.768

-22785.22

30849.35

-------------+---------------------------------------------------------------q50

|
educ |

1.47799

.5042082

2.93

0.003

.4897523

2.466228

_cons |

43174.99

13740.12

3.14

0.002

16244.64

70105.35

-------------+---------------------------------------------------------------q75

|
educ |

4.415372

2.198365

2.01

0.045

.1066215

8.724122

_cons |

71971.3

40824.58

1.76

0.078

-8044.056

151986.7

------------------------------------------------------------------------------

You might also like