Dear all,
a question on bootstrapping using the cluster option. I need to estimate the
following quantile regression:
w = a + bZ + e
where w is the wage of individual i in state s at time t; Z is the
unemployment rate in state s at time t.
In a standard OLS regression the standard error of the coefficient b should
obviously be clustered at the s,t level i.e. cluster(state_year).
The problem is that I estimate a quantile regression:
bs "qreg w Z, q(.90)" "_b[Z]", cluster(state_year)
Does this provide clustered standard errors in the quantile regression
framework?
Thanks a lot.
Regards,
giovanni pica
===========================================================
Economics Division - School of Social Sciences
University of Southampton
Southampton SO17 1BJ - UK
Tel: +44 (0)23 8059 7037
Fax: +44 (0)23 8059 3858
Mail: [email protected]
Web: http://www.economics.soton.ac.uk/staff/pica/
===========================================================
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
