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Re: st: clustering in quantile regressions with sampling weights

From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: st: clustering in quantile regressions with sampling weights
Date   Fri, 22 Oct 2010 01:43:32 -0400

Nikhil Srivastava <[email protected]>:
The example code you refer to uses weights.

On Fri, Oct 22, 2010 at 1:23 AM, Nikhil Srivastava
<[email protected]> wrote:
> Hi,
>   I have a individual level dataset which comes with sampling
> weights.I want to implement quantile regressions(qreg) at various
> quantiles. The problem is that I also need to take into account
> clustering at the level of the city since my main independent variable
> of interest is at the level of city so I need to cluster at the city
> level. I looked at the Statalist archives and came across the
> following thread which sort of recommends using bootstrapping to get
> the clustered standard errors.
> However since bootstrapping does not allow weights I was wonderng how
> should I take care of my sampling weights while bootstrapping?I would
> really appreciate any help or advice in this regard.Thanks
> Cheers,
> Nikhil

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