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st: qreg (median regression)

From   John Antonakis <>
Subject   st: qreg (median regression)
Date   Sun, 07 Apr 2013 22:55:59 +0200


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)?



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

Faculty of Business and Economics
University of Lausanne
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CH-1015 Lausanne-Dorigny
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Associate Editor
The Leadership Quarterly

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