Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: bootstrapping standard errors in quantile regression
From
Jorge Luis Castaneda Nunez <[email protected]>
To
[email protected]
Subject
st: bootstrapping standard errors in quantile regression
Date
Mon, 03 Oct 2011 13:29:16 -0500
Dear stata
listers:
I am trying to get the covariance matrix in order to test the
difference between the coefficients of two quantile regressions.
I know that Stata finds it by bootstrapping but in my case, it
does not converge. I am wondering if there is another procedure
to find the standard errors say for example, by an asymptotic
approach.
Thanks!
JLC