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st: Re: Quantile regression for panel data

From   "Jeannette Wicks-Lim" <[email protected]>
To   <[email protected]>
Subject   st: Re: Quantile regression for panel data
Date   Tue, 17 May 2005 14:36:06 -0400

One way to deal with clustering, I believe, is to bootstrap your standard errors using the cluster option (for info, just type "help bs").

----- Original Message ----- From: <[email protected]>
To: <[email protected]>
Sent: Tuesday, May 17, 2005 2:28 PM
Subject: st: Quantile regression for panel data

Dear All,

for my thesis, I would like to estimate the returns to education for immigrants
and natives at different points in the earnings distribution. I have a large
panel data set with 85000 observations. I want to make use of quantile
regression techniques; however, I am not sure if this works with longitudinal data.

Is anyone of you aware of panel data features for quantile regression? Or is
there anything like the cluster-option for quantile regression in order to take
account of the dependence among individuals?

I am very grateful for any comments. Thanks a lot!


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