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| From | "Joseph Coveney" <stajc2@gmail.com> |
| To | <statalist@hsphsun2.harvard.edu> |
| 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. --------------------------------------------------------------------------------