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Re: st: clustered errors in quantile regression

From   Abekah Nkrumah <>
Subject   Re: st: clustered errors in quantile regression
Date   Mon, 28 Jan 2013 16:29:47 +0000

Dear Sharooon,

Well unfortunately you may have to put up with having to wait for
stata to do it work. Remember quantile regressions are computationally
intensive and adding a bootstrap will definitely prolong the time your
PC takes to do the computation. if your sample size is quite large and
you have a lot more regressors then this may be the cause. I had a
similar experience and using a machine with i7 processor, 8GB RAM and
1 TB HD it took 7 days to finish running my models with observations
of about 120,000

You may just look for a machine with higher specs if possible and wait.

All the best

On Mon, Jan 28, 2013 at 3:24 PM, Sharooon <> wrote:
> I'm using stata 12 and I tried to bootstrap my errors in a quantile regression looking at the 0.25, .50, and 0.75 quantiles and it took all day and then some. Is there an easier way to get clustered errors for quantile regressions?
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