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Re: st: quantile regression for panel data


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: quantile regression for panel data
Date   Wed, 31 Oct 2007 12:26:53 -0400

I believe Stata does not provide an XT equivalent of qreg.  I think
there are several possible versions of such an estimator, and they may
not do what you want, so until the literature sorts out which one is
suitable for common use, I expect Stata will not provide one.  In the
meantime, you may want to read:

http://www.econ.uiuc.edu/~roger/research/panel/long.pdf

Marco Geraci and Matteo Bottai. 2007.
"Quantile regression for longitudinal data using the asymmetric
Laplace distribution"
Biostatistics 8(1):140-154; doi:10.1093/biostatistics/kxj039

Pinšon, C. and Pons, O. 2006.
"Nonparametric estimator of a quantile function for the probability of
event with repeated data"
Dependence in Probability and Statistics, Lecture Notes in
Statististics 187: 479--493. Springer

On 10/31/07, Ilaria Tucci <ilale78@yahoo.it> wrote:
> Hi to all,
>
> I would like to estimate a quantile regression fro panel data.

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