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st: RE: Fixed Effects Form of Quantile Regression
From
Jan Bryla <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: Fixed Effects Form of Quantile Regression
Date
Tue, 29 Mar 2011 09:22:11 +0200
A good starting point would be to perform least-squares dummy variables regression with -qreg- or similar, such as
xi: qreg y x1 x2 ... i.id
Wich would give you "id"-fixed effects.
See also http://www.stata.com/statalist/archive/2004-07/msg00861.html and the following discussion.
Hope it helps.
Jan Bryla
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of inggrid
Sent: 29. marts 2011 08:05
To: [email protected]
Subject: st: Fixed Effects Form of Quantile Regression
Dear all,
I am going to use a fixed effect quantile regression. Does anyone know the STATA code for this method?
Thank you very much for your help.
Best regards,
Inggrid
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