Open pdeffebach opened 3 years ago
A friend of mine has access to Stata. The Julia output matches the Stata output
qreg logwk educ, q(.5)
Raw sum of deviations 14405.89 (about 6.4515071)
Min sum of deviations 13273.92 Pseudo R2 = 0.0786
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logwk | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
educ | .0638774 .0006674 95.71 0.000 .0625693 .0651855
_cons | 5.645916 .0088464 638.22 0.000 5.628577 5.663255
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Interesting. I think this might be a question of choice of method. There are different ways to obtain the standard errors, so maybe it's just that? I don't remember the default in Koenker's package, but I'm pretty sure it's possible to pick something close to ours.
The coefficients match those of R's "quantreg" but the standard errors do not. I have a dataset
df
that I can email you the replication data forWould be great to pin down the source of these variations. They can't both be right!