Unfortunately (at least in Stata 8) qreg does not allow a -cluster- option.
I am wondering why - is there some theoretical reason for this or is it
simply a matter of nobody having provided the code for it in -qreg- ?
Al Feiveson
. qreg y delph,cluster(jsub)
Iteration 1: WLS sum of weighted deviations = 5381.2885
option cluster() not allowed
r(198);
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Jeannette
Wicks-Lim
Sent: Tuesday, May 17, 2005 1:36 PM
To: [email protected]
Subject: st: Re: Quantile regression for panel data
One way to deal with clustering, I believe, is to bootstrap your standard
errors using the cluster option (for info, just type "help bs").
Jeannette
----- 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!
>
> Stefanie
>
>
>
>
>
> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
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*
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* http://www.ats.ucla.edu/stat/stata/
