I am running models with the ivqte command, which estimates unconditional quantile regressions, as described by Frolich & Melly (2010). ivqte appears to only store the treatment variable coefficient in the coefficient matrix, and not any of the control variables. Here is an example piece of code:
ivqte hhwealth_h_post14 (will), q(.25 .50 .75) variance ///
continuous(hhwealth_h_pre14 agedeath sagedeath children d_parents d_siblings)
when typing ereturn list, one sees that the coefficient matrix only stores three values: "e(b): 1 x 3" storing one coefficient at each quantile (25th, 50th, 75th). This contrasts with my conditional quantile regression models, which use the qreg command and store all coefficients in the estimates matrix. For the above specification, if I were to instead use qreg, ereturn would show the matrix as "e(b): 1 x 8".
Is there a way to identify or store estimates of all explanatory variables included in ivqte?
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