Sylke,
You can try quantile regressions without explanatory variables (-qreg-,
-sqreg-, etc.). For example, -sqreg- will give you bootstrapped covariance
matrix for a set of percentile values.
However, you will need to find out how to deal with your weights (only
-qreg- accepts weights, and no -pweights-, so not valid if your weights
are sample weights).
Hope this helps
Philippe
>>>>>>>>>>>>
From
"Sylke V. Schnepf" <[email protected]>
To
[email protected]
Subject
st: Calculation of standard errors for percentiles
Date
Thu, 19 Feb 2004 09:26:12 -0000
I would like to estimate standard errors for different
percentiles and need to apply weights. Neither sum, centile or
pctile offers a solution. Does STATA offers a command I have
overlooked? Thanks
Sylke V. Schnepf
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