Hi,

I am running quantile regression for panel of 260 firms for period of 15 years. The general regression code xtqreg y x, gives an aggregate estimation of the entire data with all the panels. However, I want to run this regression for the individual panel IDs and don't find any way around. Joao Silvia suggested to ask Stata experts, how can I do a loop over the panel IDs to get the estimates of the regression for the individual panel IDs?


Best Regards