QREG2: Stata module to perform quantile regression with robust and clustered standard errors
José António Machado,
Paulo Parente () and
João Santos Silva
Statistical Software Components from Boston College Department of Economics
qreg2 is a wrapper for qreg which estimates quantile regression and reports standard errors and t-statistics that are asymptotically valid under heteroskedasticity or under heteroskedasticity and intra-cluster correlation.
Requires: Stata version 11
Keywords: quantile regression; robust standard errors (search for similar items in EconPapers)
Date: 2011-11-28, Revised 2021-03-02
Note: This module should be installed from within Stata by typing "ssc install qreg2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/q/qreg2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qreg2.sthlp help file (text/plain)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457369
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