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Re: st: bootstrap fails with qreg


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: bootstrap fails with qreg
Date   Wed, 3 Sep 2008 18:29:34 +0100 (BST)

--- "Feiveson, Alan H. (JSC-SK311)" <[email protected]> wrote:
> I tried to get bootstrapped standard errors with median regression
> by using the -bs- command. The regression appears to run through all
> the iterations, but at the end ,there seems to be a problem in
> collecting all the estimates to get the bootstrapped standard error. 

Within official Stata there are a number of commands that do median
regression, one of which is called -bsqreg-, which is described as
"Quantile regression with bootstrap standard errors". That seems to be
the command you are looking for.

-- Maarten



-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      
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