Simultaneous Quantile
Regression
William Smith
EPSSA Methods Workshop
4/11/13
Introduction to Research Project
The Non-linear effects of social capital on
occupational prestige.
• Social capital is important in occupational
attainment.
• Hints of non-linearity
– Informal channels are more effective early in careers
(Flap & Boxman 2000).
– ‘Ceiling effect’ of weak ties (Lin 1999).
– Females are limited by overreliance on strong ties
(Moore 1990).
Research Questions
1. How do the effects of social capital differ
across occupational prestige levels?
2. How do the effects of social capital differ by
gender?
Method Selection & Appropriateness
• Needed to test non-linearity
• Simultaneous Quantile Regression
– Allow you to identify quantiles (percentiles) along
a continuum.
– Provide linear projections for each quantile.
– Different projections at different points along the
continuum.
– Can test for significant differences between
projections (coefficients)
How is it different from OLS?
• Ordinary Least Square (OLS) and Ordinal
Logistic Regression both provide a mean
projection.
– Constant slope
– Acts like a linear relationship
• Since both are linear projections you can
compare OLS with Simultaneous Quantile
Regression coefficients.
Data
• 2001 International Social Survey Programme
– Focused on social relationships in 27 countries
• Sample
– Limited to ages 25-64 with recorded occupation
– Used country weights to create large sample that
included participants in 21 countries
• All analysis done in STATA
Variable Preparation
• Occupational Prestige
gen siop=0
replace siop=63 if isco88==1141| isco88==1142| isco88==1143| isco88==1220
• Available Social Capital
gen scjob=.
replace scjob=1 if v46==1| v46==2| v46==3
replace scjob=2 if v46==4
replace scjob=0 if v46==5| v46==6| v46==7| v46==8| v46==9| v46==10
• Strong & Weak Ties
ASC =
gen scnumb = v4r + v8r + v23r + v24r + v25r
gen scstrength = v7 + v11 + v13 + v15 + v17 + v18 + v19 + v20 + v21 + v28
gen sctotal = scnumb + scstrength
• Interaction Terms
gen femwtie=female*wtiejob
OLS Regression Syntax and Output
• Full Regression Model
reg siop i.country female age35_44 age45_54 age55_64 married educyrs sctotal ///
primary secondary higher wtiejob stiejob femwtie femstie [pw=weight], cluster (country)
• OLS Output
– See handout
Simultaneous Quantile Regression
Syntax
• Full Simultaneous Quantile Regression Model
sqreg siop australia germany greatbritain hungary norway czechrep poland russia ///
newzealand canada phillipines japan spain latvia cyprus chile denmark switzerland brazil ///
finland female age35_44 age45_54 age55_64 married educyrs sctotal primary secondary ///
higher wtiejob stiejob femwtie femstie, q(.1 .3 .5 .7 .9)
• Simultaneous Quantile Regression Output
– See handout
Comparison Table
Table 6: Effect of strong and weak ties on occupational prestige by gender.
OLS
Prestige
Prestige
Prestige
Prestige
Level 1
Level 2
Level 3
Level 4
ASC
.045**
.051**
.054***
.046**
.032*
(.014)
(.022)
(.015)
(.013)
(.014)
Strong Tie -1.519**
-2.005**
-1.389**
-1.181**
-1.443**
(.391)
(.519)
(.445)
(.447)
(.433)
Weak Tie -1.587**
-1.602*
-.985**
-1.133*** -1.312**
(.480)
(.672)
(.341)
(.344)
(.318)
Femstie
-.139
.801
-.705
-1.136
.433
(.558)
(.879)
(.556)
(.618)
(.645)
Femwtie
-.779
1.103
-.121
-.275
.691
(.624)
(.703)
(.445)
(.475)
(.539)
Constant
24.159
8.338
14.778
17.470
23.199
R-squared 0.354
0.122
0.190
0.237
0.241
Robust Standard Errors in Parentheses ***p<.001 **p<.01 *p<.05
Prestige
Level 5
.004
(.016)
-2.130**
(.743)
-1.840*
(.827)
1.044
(.956)
2.263*
(1.059)
33.420
0.181
Available Social Capital
Figure 1: The non-linearity of ASC on occupational prestige.
Job Search Channel - Female
Comparing Sexes
Checking for Significant Differences
• Check for non-linearity
• Is the difference between the high and low
point (coefficient) statistically different than
zero?
test [q30]sctotal=[q90]sctotal
test [q50]stiejob=[q90]stiejob
test [q30]wtiejob=[q90]wtiejob
test [q50]femstie=[q90]femstie
test [q50]femwtie=[q90]femwtie
Questions? Collaborations?
William C. Smith
Education Theory and Policy
Comparative International Education
wcs152@psu.edu