I wonder if the reason there was no response is that it is not clear
what is meant by "binary quantile regression". If you have a binary
response variable, it only takes on two values and hence does not have
continuous quantiles that can be modeled via regression. Perhaps that is
not what was meant by "binary quantile regresion". Please clarify.
Al Feiveson
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
Paul.Zorn@pc.gc.ca
Sent: Tuesday, October 03, 2006 7:50 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: binary quantile regression
Below is a question posted Jan. 25, 2004 for which I can not find a
response. Does anyone have any information on binary quantile regression
in Stata? Thank you.
Paul Zorn.
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
I was wondering if any of you are doing work using binary quantile
regression in Stata. Here are two links to papers with examples on
credit scoring and labor force participation:
http://www.econ.upenn.edu/~kordas/research/creditscore.pdf
http://www.econ.upenn.edu/~kordas/research/sbrq.pdf
The author provides the code in S-Plus but I could not find anything on
this model in Stata.
Thanks, Jose Pagan.
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