Testing heteroskedasticity in a bootstrapped quantile regression

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urvesh15

New Member
#1
#1
Hi,
I am currently using stata to perform some regressions, and need help on how to perform specific tests on bootstrapped quantile regressions.
I have a dataset with 31variables, most of which are dummies, and 1600 obs.
I am looking to perform quantile regressions as the distribution is skewed, but I don't know how to test for heteroskedasticity on stata.
When just performing a standard OLS regression with the data, heteroskedasticity is present.
Any help or adivce will be much appreciated.
Thankyou.
 
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urvesh15

New Member
#3
#3
maartenbuis said:
Why would you want to test for heteroskedasticity in a quantile regression model?
Click to expand...
Hi, sorry do i not need to? I thought heteroskedasticity may still play apart in affecting the standard errors etc? And ofcourse using my data with a standard OLS regression had shown there to be heteroskedasticity present, so I thought i'd have to test for this too?
 
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urvesh15

New Member
#4
#4
hi, any help or insight on quantile regression specification tests would be very much appreciated!. I've never used quantile regressions before as a purpose of analysis and therefore am struggling with the matter. Many thanks
 
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