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st: qreg (median regression)
From
John Antonakis <[email protected]>
To
[email protected]
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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