Dear all,

I would like to run a quantile regression with factor variables and clustered standard errors. The dependent variable is income (Y) and independent variables are precipitation (P), temperature (T) and state-specific fixed effects (i.State). Because the prices in my sample vary by state and urban/rural residence, I would like to consider this in the quintile regression. Hence the quintiles should not only be defined by income, but also by state and urban/rural residence. Is this somehow possible in Stata? Many thanks