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st: R: analytic standard errors in quantile regression


From   Roy Wada <roywada@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: R: analytic standard errors in quantile regression
Date   Wed, 3 Dec 2008 06:19:21 -0800

>Dear Jochen,some threads ago, the following textbook 
>was quoted on the list:Roger Koenker. Quantile Regression.
>Cambridge University Press, 2005(Paperback).Unfortunately,
>since I have ordered some days ago, I do not know whether 
>ornot its contents tackle your problem.Kind Regards,Carlo

It talks about sandwich thing around p.80. Hao and Naiman 
(2007) p.45 of the same title is a little more explicit.
 
Roy
 
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