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Re: st: boostrapping in quantile regression


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: boostrapping in quantile regression
Date   Wed, 19 Sep 2007 13:46:27 -0500

On 9/19/07, Woolton Lee <finished07@gmail.com> wrote:
> 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?

-qreg- should take care of that -- you would see fan-shaped quantile
lines if your heteroskedasticity is related to any of the variables in
the model.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: Please do not reply to my Gmail address as I don't check
it regularly.
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