st: Re: Quantile regression for panel data

["Jeannette Wicks-Lim" <janetlim@econs.umass.edu>]

One way to deal with clustering, I believe, is to bootstrap your standard 
errors using the cluster option (for info, just type "help bs").

Jeannette
----- Original Message ----- 
From: <stefanie.brodmann@upf.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, May 17, 2005 2:28 PM
Subject: st: Quantile regression for panel data



> Dear All,
>
> for my thesis, I would like to estimate the returns to education for 
> immigrants
> and natives at different points in the earnings distribution. I have a 
> large
> panel data set with 85000 observations. I want to make use of quantile
> regression techniques; however, I am not sure if this works with 
> longitudinal data.
>
> Is anyone of you aware of panel data features for quantile regression? Or 
> is
> there anything like the cluster-option for quantile regression in order to 
> take
> account of the dependence among individuals?
>
> I am very grateful for any comments. Thanks a lot!
>
> Stefanie
>
>
>
>
>
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