Using the Grunfeld data, this works:
Code:
bootstrap, reps(50) cluster(company) idcluster(comp): xtqreg invest mvalue kstock i.comp#c.time, quantile(.25) i(company)
But if I use jackknife instead of bootstrap it does not work. What needs to be different for jackknife? I took out reps and changed i(company) to the jackknife equivalent.