[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: boostrapping in quantile regression

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: boostrapping in quantile regression
Date   Wed, 19 Sep 2007 19:47:04 +0100

I doubt the two ideas are compatible. As I see it, -qreg- throws
out most of the regression machinery of which robust 
(in the sense here) variance estimates are one outgrowth: 
that's most of its point.  

[email protected] 

Woolton Lee
> 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?

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index