Dear all,

I am attempting to estimate the effect of temperature and precipitation (at the district level, at t) and their interactions with historical means (HT, Hp respectively) on different quintiles of households’ consumption, using hh fixed effects. I am interested in applying quantile regression for panel data with nonadditive fixed effects (Powell, 2016), using the stata command qregpd.

I attempted to run the following command
qregpd C T TxH P PxH if URBAN==0, id(IDHH) fix(round) optimize(mcmc) noisy draws(1000) burn(100) arate(.5) q(0.15)

where, for demonstration, T refers to temperature and TxH is the interaction term.
I am a bit puzzeled, because all of the estimated coefficients are significant at 1% level. I think there must be something wrong.
I think I am not using the command ina right way.
Even though I read the help file corresponding to the command, I am still not sure what precisely the following part of the command means: draws(1000) burn(100) arate(.5) mean.
Can somebody advice how to practically apply the command?


Thanks so much.