Thursday, February 16, 2006

st: Quantile Regression with restriction?

Hi All,

I have 2 structural equations such as:

Y1 = a1 + a2 X1 + a3 X3 + a4 X4 + e1 Y2 = b1 + b2 X1 + b3 X3 + b4 X4 + e2

I want to estimate these equations using quantile regression with the following restriction a2/b2 = a3/b3 for each quantile. Can anyone please suggest how I can do this in STATA.

Kind Regards, Kompal.

-- Kompal Sinha, PhD Scholar, Research School of Pacific and Asian Studies, Australian Natinal University, Canberra, Australia

-- Kompal Sinha, PhD Scholar, Research School of Pacific and Asian Studies, Australian Natinal University, Canberra, Australia

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


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