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st: boostrapping in quantile regression

From	"Woolton Lee" <[email protected]>
To	statalist <[email protected]>
Subject	st: boostrapping in quantile regression
Date	Wed, 19 Sep 2007 14:24:52 -0400

I am using quantile regression to examine a series of variables that I
know has heteroskedasticity.  Is there a way to implement the robust
option for STATA's qreg procedure?

Woolton
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  - From: "Stas Kolenikov" <[email protected]>
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  - From: "Nick Cox" <[email protected]>

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