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quantile regression question
Posted: Tue Sep 17, 2013 1:17 pm
by startz
Out of curiousity, why is it that when you do a quantile (median) regression you get a different estimate each time? For example,
Code: Select all
create u 1000
series x = rnd
ls x c
Change the estimation to quantile and then repeatedly hit estimate. The estimates change each time by roughly a standard error.
Re: quantile regression question
Posted: Tue Sep 17, 2013 3:51 pm
by EViews Glenn
I see no changes in the estimates when estimating the same equation on the same data.
Re: quantile regression question
Posted: Tue Sep 17, 2013 3:58 pm
by startz
I can't either...although I was able to reproduce this any number of times earlier in the day.
Re: quantile regression question
Posted: Tue Sep 17, 2013 5:22 pm
by EViews Gareth
You weren't repeatedly running that program, were you?
Re: quantile regression question
Posted: Tue Sep 17, 2013 5:31 pm
by startz
No. Just hitting Estimate again. You think I kept generating new random numbers? How du... Actually, I don't think I want to finish that question. :)
Re: quantile regression question
Posted: Tue Sep 17, 2013 5:33 pm
by EViews Glenn
My original response to your first post asked about the possibility that you were re-generating data. But I changed my response after giving you the benefit of the doubt.