On 9/19/07, Woolton Lee <[email protected]> wrote:
> 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?
-qreg- should take care of that -- you would see fan-shaped quantile
lines if your heteroskedasticity is related to any of the variables in
the model.
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: Please do not reply to my Gmail address as I don't check
it regularly.
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