I am new to R and am interested in using the program to fit quantile regression models to data collected from a multi-stage probability sample of the US population. The quantile regression package, rq, can accommodate person weights. However, it is not clear to me that boot.rq is appropriate for use with multi-stage samples (i.e., is capable of sampling primary sampling units instead of survey respondents). I would like to apply Rao's rescaling bootstrap procedure and poststratify the weights to population control totals in each bootstrap replicate. I know how to do all of this in Stata but have not yet seen any means of doing so in R. I presume I could do what is needed using batch processing but was hoping that there might be a way to pass the rq parameter estimates to a package that performs resampling variance estimation in order to simplify the task. Any programming suggestions or directions to informational resources would be greatly appreciated.
Jim ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.