st: qreg (median regression)

[John Antonakis <John.Antonakis@unil.ch>]

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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