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st: RE: boostrapping in quantile regression

From   "Nick Cox" <>
To   <>
Subject   st: RE: boostrapping in quantile regression
Date   Wed, 19 Sep 2007 19:47:04 +0100

I doubt the two ideas are compatible. As I see it, -qreg- throws
out most of the regression machinery of which robust 
(in the sense here) variance estimates are one outgrowth: 
that's most of its point.  


Woolton Lee
> 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?

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