Re: st: clustering in quantile regressions with sampling weights

["Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>]

Dear Nikhil

  I know this is a longshot, but do you know and have the variables involved in creating 
the sampling weights (e.g., gender, age, race, etc...). If you have the variables that 
were used to create the sampling weights, then you could include those variables as 
predictors in your model to account for them.

I hope this helps,

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2010-10-21 10.23 PM, Nikhil Srivastava wrote:
> Hi,
>
>     I have a individual level dataset which comes with sampling
> weights.I want to implement quantile regressions(qreg) at various
> quantiles. The problem is that I also need to take into account
> clustering at the level of the city since my main independent variable
> of interest is at the level of city so I need to cluster at the city
> level. I looked at the Statalist archives and came across the
> following thread which sort of recommends using bootstrapping to get
> the clustered standard errors.
> http://www.stata.com/statalist/archive/2007-09/msg00147.html
> However since bootstrapping does not allow weights I was wonderng how
> should I take care of my sampling weights while bootstrapping?I would
> really appreciate any help or advice in this regard.Thanks
>
> Cheers,
> Nikhil
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/