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Re: st: Cluster Robust Bootstrapped SE for bsqreg


From   Abekah Nkrumah <ankrumah@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Cluster Robust Bootstrapped SE for bsqreg
Date   Mon, 2 Apr 2012 16:54:41 +0100

Hi Jorge,

Thank you very much for the response. I have gone through the code but
not too clear with how it works. Please will it be possible to use the
native stata data "auto" to demonstrate it for me? Thanks very much

Regards

Gordon

On Mon, Apr 2, 2012 at 3:21 PM, Jorge Eduardo Pérez Pérez
<perez.jorge@ur.edu.co> wrote:
> See this post:
>
> http://www.stata.com/statalist/archive/2009-11/msg01052.html
>
>
> _______________________
> Jorge Eduardo Pérez Pérez
>
>
>
> On Sat, Mar 31, 2012 at 12:07 PM, Abekah Nkrumah <ankrumah@gmail.com> wrote:
>> Dear All,
>>
>> I am running a quantile regression where I suspect intra-cluster
>> correlation due to the sampling strategy of the survey data am using
>> (stratified sampling). This means I will need to calculate cluster
>> robust standard erros. That is done easily in the OLS Framework via a
>> cluster robust SE in stata. However specifying a cluster robust
>> bootstrap for the bsqreg command does not seem to work in stata. I am
>> running stata 11.0. Please can some one help if they have the solution
>> to this?
>>
>> Thank you very much
>>
>> Gordon
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>>
>
>
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