Quantile regression

[Amy Moore]

Hi,

I'm trying to use quantile regression on Stata but I'm confused about what the difference between the commands are. Does anyone understand what the difference between

 qreg

and

 bsqreg

is? I.e., the difference between quantile regression and bootstrapped quantile regression? And whether it matters which type of regression I use?

Thanks,
Amy

[Andrew Musau]

The difference is explained in https://www.stata.com/manuals13/rqreg.pdf. bsqreg obtains an estimate of the VCE via bootstrapping. Nevertheless, standard errors should be similar between qreg and bsqreg. Coefficients are identical.