organising data for quantile regressions

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shuchang
Posts: 29
Joined: Mon Oct 28, 2013 8:00 pm

organising data for quantile regressions

Postby shuchang » Tue Apr 04, 2017 12:32 pm

Can someone help on this one please?

For running quantile regressions, how can data be organised? Is the workfile defined as 'undated', and the observations are ranked according to the size of the dependent variable? Or this regression can be done in time series workfiles, and 'qreg' already automatically rank the dependent variable and put them in percentiles for estimation?


Best,

Chang

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