Quantile regression is cool. But I wonder about using it when the dependent variable is bounded. I often work with happiness variables, emerging from a questionnaire where respondents select from a 0 - 10 scale. Running a quantile regression, it seems that pretty much every independent...
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...
I'm trying to understand a passage in Koenker's Quantile regression book (p.33).
It says: (note that y,x, are vectors and w is the direction vector)
With the first part of the outcome no problem: I apply the product rule for derivatives and the derivative of the...
I use Stata 12 by reading a book on Stata 11 and the Internet. I would like to use two commands: wincorr and grqreg. None of them works.
Do you know how to do simply winsorising with Stata?
More importantly, how to display graph of coefficients over quantiles, when you have done...
I am running a quantile regression (for the 0.1, 0.5 and 0.9 quantile) on a cross-section data set containing individuals from the Danish labor market aged 40-55.
My analysis should try to detect whether there is an unexplained gender wage gap in my sample (a negative coefficient...
Long time since I have been on. New forum look is quite nice.
So I have been doing a set of quantile regression models using the QuantReg package. I have two questions in this regard:
1. I have clustered data, is there a pre-existing function to implement block bootstrapping in...