Hi all,

I am running multiple quantile regressions (16 to be exact) with an interaction of two continuous variables in a loop (please see code below):
Code:
            qui bsqreg s1_h2 pdn c.trade##c.open, q(0.10)  
            qui outreg2 using "HaR_005.xls", replace excel se aster dec(3) ct("t+1")
          
            foreach h of num 2/16 {
            qui bsqreg s`h'_h2 pdn c.trade##c.open, q(0.10)
            qui outreg2 using "HaR_005.xls", append excel se aster dec(3) ct("t+`h'")
            }
I want to be able to estimate the marginal impact of "trade" for different values (10th, 50th, and 90th percentile) of "open" for each of the 16 regressions I run. How can I change my code above or write new code to get the marginal effect of "trade" for different values of "open"? Feel free to suggest an alternative way of doing this.

Thank you for your help.

Cheers.