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st: clustered bootstrapped standard errors for quantile regressions
From
Ulrich Kaiser <[email protected]>
To
[email protected]
Subject
st: clustered bootstrapped standard errors for quantile regressions
Date
Fri, 19 Mar 2010 10:54:42 +0100
Dear list,
how can I calculate clustered bootstrapped standard errors for quantile
regressions in Stata?
There's no clustering option in the "qreg" command and the "bootstrap"
command does not appear to do the trick either.
I know there's a pakcage in "R" that does it but R is not exactly my
most favored program.
Useful suggestions are highly appreciated,
Ulrich Kaiser
(U Zurich)
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