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st: clustering in quantile regressions with sampling weights


From   Nikhil Srivastava <nikhil.del85@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: clustering in quantile regressions with sampling weights
Date   Thu, 21 Oct 2010 22:23:18 -0700

Hi,

   I have a individual level dataset which comes with sampling
weights.I want to implement quantile regressions(qreg) at various
quantiles. The problem is that I also need to take into account
clustering at the level of the city since my main independent variable
of interest is at the level of city so I need to cluster at the city
level. I looked at the Statalist archives and came across the
following thread which sort of recommends using bootstrapping to get
the clustered standard errors.
http://www.stata.com/statalist/archive/2007-09/msg00147.html
However since bootstrapping does not allow weights I was wonderng how
should I take care of my sampling weights while bootstrapping?I would
really appreciate any help or advice in this regard.Thanks

Cheers,
Nikhil
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