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st: qreg (median regression)


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: qreg (median regression)
Date   Sun, 07 Apr 2013 22:55:59 +0200

Hi:

I have been playing around with Stata's qreg, and have been reading up on when qreg is useful. For the case of median regression, I can't find much literature on it, particularly about the small sample properties of the estimator. Does anyone know of any simulation studies that compares the efficiency of the median-regression (LAD) estimator to that of the OLS estimator in small samples (and ideally with data having outliers)?

Thanks.
J.

--
__________________________________________

John Antonakis
Professor of Organizational Behavior
Director, Ph.D. Program in Management

Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
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