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Re: st: clustering in quantile regressions with sampling weights


From   "Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: clustering in quantile regressions with sampling weights
Date   Thu, 21 Oct 2010 22:44:37 -0700

Dear Nikhil

I know this is a longshot, but do you know and have the variables involved in creating the sampling weights (e.g., gender, age, race, etc...). If you have the variables that were used to create the sampling weights, then you could include those variables as predictors in your model to account for them.

I hope this helps,

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2010-10-21 10.23 PM, Nikhil Srivastava 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
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