Dear Statalists,
I would like to run a multivariate quantile regression with pweights and clustered SE. However, qreg command does not support clustered standard errors and qreg2 does not support weights other than frequency weights. Do you have any suggestion on how to solve this problem?
I would like to run a multivariate quantile regression with pweights and clustered SE. However, qreg command does not support clustered standard errors and qreg2 does not support weights other than frequency weights. Do you have any suggestion on how to solve this problem?
