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Re: st: Cluster Robust Bootstrapped SE for bsqreg


From   Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Cluster Robust Bootstrapped SE for bsqreg
Date   Mon, 2 Apr 2012 15:21:55 -0400

Last post was Nick Cox, not me. Thank you Mr. Cox.
_______________________
Jorge Eduardo Pérez Pérez


On Mon, Apr 2, 2012 at 2:50 PM, Abekah Nkrumah <ankrumah@gmail.com> wrote:
> 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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