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RE: st: Quantile estimation with weighted data


From   "Ben Jann" <ben.jann@soz.gess.ethz.ch>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Quantile estimation with weighted data
Date   Fri, 2 Jun 2006 13:31:46 +0200

Thanks, I'll take a look at it.
ben

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of U.A.QU.AP
> Sent: Friday, June 02, 2006 12:01 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Quantile estimation with weighted data
> 
> 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" <ben.jann@soz.gess.ethz.ch>
> >Subject: st: Quantile estimation with weighted data
> >To: <statalist@hsphsun2.harvard.edu>
> >
> >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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