Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: clustering in quantile regressions with sampling weights


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: clustering in quantile regressions with sampling weights
Date   Fri, 22 Oct 2010 01:43:32 -0400

Nikhil Srivastava <nikhil.del85@gmail.com>:
The example code you refer to uses weights.

On Fri, Oct 22, 2010 at 1:23 AM, Nikhil Srivastava
<nikhil.del85@gmail.com> wrote:
> 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

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   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   |   Site index