How to calculate standard deviations of independent variable after running quantile regressions

[Sam Webb]

Hi all,

I ran a quantile regression using Stata's "qreg" command using the local projection method in Jorda (2005). I run two separate regressions, first for a 1-year ahead project, and the second for a 2-year ahead. Below is an example of the regression I run:

qreg x y, q(0.1)

Once I have run the regression, how can I find the standard deviations of "y" for the two separate regressions?

Thanks very much.

Sam.

[David Radwin]

qreg reports the standard error of y. Can you just multiply the standard error by the square root of the number of observations to get the standard deviation?

If not, you might want to read the Statalist FAQ for tips on posting clear questions that are easily answered.

David