Dear Austin,
first thanks for your answer. I also found some of these articles to
read that could be useful, and I will do that. of course. I also found
out an answer in an old stata faq about the same problem where a guy
was suggesting the procedure below. What do you think about it?
sysuse auto, clear
program bootit
version 8.0
// Stage 1
regress price foreign weight length
predict double phat, xb
// Stage 2
qreg mpg foreign phat
end
bootstrap "bootit" _b, reps(1000) dots
thank you
alessia
2008/5/22 alessia matano <[email protected]>:
> Dear all,
>
> I would like to know if there is any way to perform IV quantile
> estimations with stata. I know that in same case it was used to run a
> first stage OLS regression and then, taking the fitted values, perform
> the quantile one. However I know that it needs the standard error to
> be adjusted and that probably, right now, it is not the best way to
> perform such an estimation.
> Can you suggest me something? Do you know if someone have developed a
> proper sintax for stata?
>
> Thank you
> alessia
> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* 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/
