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st: RE: Re: Quantile regression for panel data


From   "FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <alan.h.feiveson@nasa.gov>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Re: Quantile regression for panel data
Date   Tue, 17 May 2005 13:48:59 -0500

Unfortunately (at least in Stata 8) qreg does not allow a -cluster- option.
I am wondering why - is there some theoretical reason for this or is it
simply a matter of nobody having provided the code for it in -qreg- ?

Al Feiveson

. qreg y delph,cluster(jsub)
Iteration  1:  WLS sum of weighted deviations =  5381.2885

option cluster() not allowed
r(198);

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Jeannette
Wicks-Lim
Sent: Tuesday, May 17, 2005 1:36 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Re: Quantile regression for panel data


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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> 

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