I am trying to using quantile regression to explore age pattern at first
marriage. I have two questions when I read through the Stata Manual. First
of all, Stata's quantile regression facilities do not handle probability
(sampling) weight. "Qreg" only handle "fweight" and "aweight" while
"sqreg", "bsqreg", and "iqreg" do not allow weighting of any kind. My
sample contains two parts with one part being over-sampled (1:4), so I
really need to use some sort of weighting scheme to adjust this, any
suggestions?
My second question is about censoring. Based on my understanding, there are
two kinds of censoring here. First, not everybody get married eventually.
Second, for the very young cohort (e.g. those who are at their 20s at the
time of interview), large proportion of them do not have an age at first
marriage because they have not been married (although most of them
eventually will). Is it possible to handle this using quantile regression?
Can Stata do it?
