Dear Statalist members. Has anyone ever used unconditional quantile regression in stata (ivqte command; Firpo's two-spep 2007 estimator)? When I estimate the coefficient associated with the cross product of a time dummy variable (indicating 1 when the year is 1, 0 otherwise) and a qualitative dummy variable (that is not exclusively of year 1) with all the years/all the data, I get exactly the same results when I use the subset of the data comprising of year's 1 data points only, and my treatment effect is the qualitative dummy variable (and not the interaction term). Should I not be seeing some sort of efficiency gains when I pool together all the data? When I use different estimators (eg. ols), the coefficient estimates will be different. Maybe I am doing something wrong. Some information from someone that has already used this estimator would be good. Thanks
Related Posts with Unconditional quantile regression / pooling together data
Xtlogit correctly predictedDear stat users, I am interested in calculating the correctly called event, false alrams, specifity…
Increasing memory, exact logistic regressionHi, I'm using STATA 16. I'm trying to do an exact logistic regression, but it gives me the error me…
Structural equation model (SEM): degree of freedom and bootstrappingDear Statalist, First of all, Happy holidays to the people on this forum! I have 2 questions concer…
How to get the SEM path figure after running -sem- commandI know we could use SEM builder to draw the sem path figure first and then get the estimations and c…
*PPMLHDFE number of observationsHi, I am running a trade gravity model. When I run the model with OLS, the number of observations …
Subscribe to:
Post Comments (Atom)
0 Response to Unconditional quantile regression / pooling together data
Post a Comment