Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: instrumental variable for quantile regression


From   "alessia matano" <alexis.rtd@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: instrumental variable for quantile regression
Date   Thu, 22 May 2008 18:17:00 +0200

Dear Austin,

first thanks for your answer. I also found some of these articles to
read that could be useful, and I will do that. of course. I also found
out an answer in an old stata faq about the same problem where a guy
was suggesting the procedure below. What do you think about it?

sysuse auto, clear

	program bootit
        	version 8.0

        	// Stage 1
        	regress price foreign weight length
       		predict double phat, xb

        	// Stage 2
        	qreg mpg foreign phat
	end

	bootstrap "bootit" _b, reps(1000) dots

thank you
alessia

2008/5/22 alessia matano <alexis.rtd@gmail.com>:
> 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
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index