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st: Re: rank regression
From
"Joseph Coveney" <[email protected]>
To
<[email protected]>
Subject
st: Re: rank regression
Date
Mon, 24 Feb 2014 12:25:49 +0900
Rochelle Zhang wrote:
a finance paper I was reading today uses rank regression , the author
states that they replace both the dependent variable and independent
variables by their respective ranks and evaluation the regression
using the ordinary least squares.
I searched "stata rank regression", and did not find anything. If you
have knowledge how to conduct such regression, please share.
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