Thursday, March 26, 2009

Estimation of Quantile Treatment Effects with STATA

Thanks for Colm for sending this on - i havent worked with this but at first glance it is looks like a very strong resource.

1 comment:

Kevin Denny said...

The new Angrist & Pischke book has a good discussion of quantile regression & the IV version. Be warned though, many of the papers I have seen using quantile regression are not very good & don't seem to understand the technique.