Dear Sharooon,
Well unfortunately you may have to put up with having to wait for
stata to do it work. Remember quantile regressions are computationally
intensive and adding a bootstrap will definitely prolong the time your
PC takes to do the computation. if your sample size is quite large and
you have a lot more regressors then this may be the cause. I had a
similar experience and using a machine with i7 processor, 8GB RAM and
1 TB HD it took 7 days to finish running my models with observations
of about 120,000
You may just look for a machine with higher specs if possible and wait.
All the best
On Mon, Jan 28, 2013 at 3:24 PM, Sharooon <treeshar@yahoo.com> wrote:
> I'm using stata 12 and I tried to bootstrap my errors in a quantile regression looking at the 0.25, .50, and 0.75 quantiles and it took all day and then some. Is there an easier way to get clustered errors for quantile regressions?
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/
