想请教各位一个问题:
在Stata中用sqreg命令,程序为sqreg y x1 x2 x3 x4, quantile(0.1, 0.25, 0.5, 0.75, 0.9) reps(1000),为什么输出的回归结果中对应不同的Quantile的n(观察值数量)都是一样的呢?
在做RA, 这是教授的问题?
In your output, the number of observations is the same across allquantiles. So, that suggests that the model you are estimating actuallyis one that includes the quantiles as regressors and thus eachcoefficient is in terms of one of the omitted quantiles.
a) What is the structural model used?
b) What is the omitted quantile?
诚恳请教!谢谢