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organising data for quantile regressions

Posted: Tue Apr 04, 2017 12:32 pm
by shuchang
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