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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 19:50:14 +0100

Hi Jorge,

Thank you very much I will check it and see how it works. Thanks very much

Regards

Gordon

On Mon, Apr 2, 2012 at 7:05 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> 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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