Hello,
Can you please help me with the command to run an unconditional quantile regression?
Thank you in advance.
Can you please help me with the command to run an unconditional quantile regression?
Thank you in advance.
*individual RIF regressions rifhdreg lnwage educ exper tenure female, rif(q(20)) rifhdreg lnwage educ exper tenure female, rif(q(80)) *Simulteanous RIF regressions rifsureg lnwage educ exper tenure female, qs(20 80) test [q20=q80]:educ test [q20=q80]:exper test [q20=q80]:tenure * Better yet. Bootstrap simultaneous RIF regressions (similar to sqreg) bootstrap:rifsureg lnwage educ exper tenure female, qs(20 80) test [q20=q80]:educ test [q20=q80]:exper test [q20=q80]:tenure
rifsureg lnwage educ exper tenure female i.age, qs(20 80)
program srifhdreg, eclass rifhdreg lnwage educ exper tenure female, rif(q(20)) abs(age) matrix b1=e(b) rifhdreg lnwage educ exper tenure female, rif(q(80)) abs(age) matrix b2=e(b) matrix coleq b1=q20 matrix coleq b2=q80 matrix b=b1,b2 ereturn post b end bootstrap, cluster(age) seed(1): srifhdreg
Comment