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re:st: Calculation of standard errors for percentiles


From   philippe.vankerm@ceps.lu
To   statalist@hsphsun2.harvard.edu
Subject   re:st: Calculation of standard errors for percentiles
Date   Thu, 19 Feb 2004 15:15:01 +0100

Sylke,

You can try quantile regressions without explanatory variables (-qreg-, 
-sqreg-, etc.). For example, -sqreg- will give you bootstrapped covariance 
matrix for a set of percentile values. 

However, you will need to find out how to deal with your weights (only 
-qreg- accepts weights, and no -pweights-, so not valid if your weights 
are sample weights). 

Hope this helps

Philippe


>>>>>>>>>>>>

From
  "Sylke V. Schnepf" <svs@socsci.soton.ac.uk>
To
  statalist@hsphsun2.harvard.edu
Subject
  st: Calculation of standard errors for percentiles
Date
  Thu, 19 Feb 2004 09:26:12 -0000


I would like to estimate standard errors for different
percentiles and need to apply weights. Neither sum, centile or
pctile offers a solution. Does STATA offers a command I have
overlooked? Thanks

Sylke V. Schnepf




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