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st: instrumental variable for quantile regression


From   "alessia matano" <alexis.rtd@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: instrumental variable for quantile regression
Date   Thu, 22 May 2008 12:40:04 +0200

Dear all,

I would like to know if there is any way to perform IV quantile
estimations with stata. I know that in same case it was used to run a
first stage OLS regression and then, taking the fitted values, perform
the quantile one. However I know that it needs the standard error to
be adjusted and that probably, right now, it is not the best way to
perform such an estimation.
Can you suggest me something? Do you know if someone have developed a
proper sintax for stata?

Thank you
alessia
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