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st: RE: boostrapping in quantile regression


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
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.  

Nick 
n.j.cox@durham.ac.uk 

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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