Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Re: rank regression

From   "Joseph Coveney" <>
To   <>
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.


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index