Dear all,
I am modelling the median age of children using quantile regression but
data comes from different countries and therefore I want to cluster by
country.
The only way (that I know) is to use bootstrap in order to be able to
cluster. However since apparently the number of clusters (countries) is
small (n=9) I am getting very weird values for the coefficients, either
very small or very large.
Does anyone know a better way of obtaining appropriate CIs for quantile
regression if I need to cluster (account for the fact that children from
the same country are non-independent i.e. might share same population
characteristics)???
Thanks
Arantxa
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