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st: boostrapping in quantile regression


From   "Woolton Lee" <finished07@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: boostrapping in quantile regression
Date   Wed, 19 Sep 2007 14:24:52 -0400

I am using quantile regression to examine a series of variables that I
know has heteroskedasticity.  Is there a way to implement the robust
option for STATA's qreg procedure?

Woolton
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