Dear Statalist members, I would be most thankful for an advice. I need to estimate the confidence intervals for interquartile range. As a first step, I use the interquartile regression, and predict option to get iqr and standard deviation.
iqreg y i.x , reps(100)
predict iqr_est
predict iqr_est_sd, stdp
This gives me, as I understand the bootstrapped estimate of the IGR and the SD. However, I am at loss how to get a good estimate of confidence interval. Would be very thankful for any tip!
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