st: R: analytic standard errors in quantile regression

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

st: R: analytic standard errors in quantile regression

Roy Wada

>Dear Jochen,some threads ago, the following textbook
>was quoted on the list:Roger Koenker. Quantile Regression.
>Cambridge University Press, 2005(Paperback).Unfortunately,
>since I have ordered some days ago, I do not know whether
>ornot its contents tackle your problem.Kind Regards,Carlo

It talks about sandwich thing around p.80. Hao and Naiman
(2007) p.45 of the same title is a little more explicit.
 
Roy
 
_________________________________________________________________
Send e-mail faster without improving your typing skills.
http://windowslive.com/Explore/hotmail?ocid=TXT_TAGLM_WL_hotmail_acq_speed_122008
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/