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Re: st: Cluster Robust Bootstrapped SE for bsqreg


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Cluster Robust Bootstrapped SE for bsqreg
Date   Mon, 2 Apr 2012 19:05:27 +0100

This was code by Austin Nichols. Austin gave an example that you can run

sysuse nlsw88
egen c=group(ind occ), label
drop if mi(c)
bs, rep(20) cl(c) id(i) seed(4): iqr wage age grade

By the way, a user-written program -iqr- was also written a while back

STB-3   sed4  . . . . . . Resistant normality check and outlier identification
        (help iqr if installed) . . . . . . . . . . . . . . . . L. C. Hamilton
        9/91    pp.15--18; STB Reprints Vol 1, pp.86--90
        program displays mean, median, 10% trimmed mean, standard
        deviation, PSD, IQR, inner and outer fences, and the number
        and percentage of mild and severe outliers

But if you have installed that you can find out:

. which iqr

Nick

On Mon, Apr 2, 2012 at 4:54 PM, Abekah Nkrumah <ankrumah@gmail.com> wrote:
> 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?
>>>

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