Ben,
the book of Roger Koenker "Quantile Regression" is a good
reference see chapter 5 and 6
AbdelRahmen El Lahga
---- Original message ----
>Date: Thu, 1 Jun 2006 21:53:07 +0200
>From: "Ben Jann" <[email protected]>
>Subject: st: Quantile estimation with weighted data
>To: <[email protected]>
>
>Hi, I am trying to implement an interpolation formula for
>quantile estimation (see [R] pctile, -altdef- option) in Mata.
>My function works fine with unweighted data or with frequency
>weights. However, other kinds of weights are a problem and I
>don't know how to solve it. Does anyone know a good reference
>concerning quantile estimation with weighted data?
>Thanks,
>ben
>
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