I doubt the two ideas are compatible. As I see it, -qreg- throws
out most of the regression machinery of which robust
(in the sense here) variance estimates are one outgrowth:
that's most of its point.
Nick
[email protected]
Woolton Lee
> I am using quantile regression to examine a series of variables that I
> know has heteroskedasticity. Is there a way to implement the robust
> option for STATA's qreg procedure?
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