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st: Re: rank regression


From   "Joseph Coveney" <[email protected]>
To   <[email protected]>
Subject   st: Re: rank regression
Date   Mon, 24 Feb 2014 12:25:49 +0900

Rochelle Zhang wrote:

a finance paper I was reading today uses rank regression , the author
states that they replace both the dependent variable and independent
variables by their respective ranks and evaluation the regression
using the ordinary least squares.

I searched "stata rank regression", and did not find anything. If you
have knowledge how to conduct such regression, please share.

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