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Re: st: IV Quantile regression


From   Lisa Owen <lisa_owen100@yahoo.ca>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: IV Quantile regression
Date   Mon, 16 Apr 2012 17:32:35 -0700 (PDT)

Hello all,

I am using control function technique to correct for endogeneity in quantile regression. Please how do I correct for the standard errors in the second stage?

Thanks 

Lisa



----- Original Message -----
From: Alberto R Osella <arosella@irccsdebellis.it>
To: statalist@hsphsun2.harvard.edu
Cc: 
Sent: Monday, April 16, 2012 7:42:47 AM
Subject: Re: st: IV Quantile regression

Dear Lisa,
It may the paper you cited has not been yet published.
See The Stata Journal (2010) 10, Number 3, pp. 423–457. Estimation of 
quantile treatment effects with Stata.
Hope this helps you.

Alberto R. Osella, MD, PhD
Laboratorio di Epidemiologia e Biostatistica
IRCCS Saverio de Bellis
Via Turi, 27
70013 Castellana Grotte (BA)
Italia
Tel:    +39 0804994655
Fax:    +39 0804994650
e-mail: arosella@irccsdebellis.it


Il 15/04/2012 22:26, Lisa Owen ha scritto:
> Hello all,
>
> I have been searching for ivqreg user written program. Please do you know how I can install the program?
>
> https://www.msu.edu/~kwakdo/ivqreg.pdf
>
> Regards
> Lisa
>
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