Good evening,
I would like to ask a question about quantile regression with clustered standard errors. I have read the paper from Parente and Silva and I am using the command qreg2 in Stata to perform an analysis for a set of countries during a time span of 20 years. I understand that this methodology is the closest technique to a panel data estimation using quantile regression, and as I cluster standard errors by countries it is similar to a fixed effects estimation with panel data. Am I right? I really appreciate if anyone could explain me the methodology in simple words.I have been asked if this kind of analysis implies a pooling of regressions that are time series in nature, and I do not know how to answer this question.
Thanks in advance
Kind regards
I would like to ask a question about quantile regression with clustered standard errors. I have read the paper from Parente and Silva and I am using the command qreg2 in Stata to perform an analysis for a set of countries during a time span of 20 years. I understand that this methodology is the closest technique to a panel data estimation using quantile regression, and as I cluster standard errors by countries it is similar to a fixed effects estimation with panel data. Am I right? I really appreciate if anyone could explain me the methodology in simple words.I have been asked if this kind of analysis implies a pooling of regressions that are time series in nature, and I do not know how to answer this question.
Thanks in advance
Kind regards
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