Dear Joao Santos Silva

I am trying to run fixed effects quantile regression for a panel of 260 firms. after dropping the missing values for the Dep. variable Xi, I am left with 24,600 observations. My IDV. are the ones represented by L_ in the below codes.

I am using the code :

xtqreg Xi L_MTbills L_MktR L_EV L_TEDSp L_CPI_Inf, q(0.05)

this gives me the overall regression results for the lower 5th quantile of the data for all the firms. But I want to run this regression individually for the firms in the data ranging from 1-260. I considered using "if firms==1.... " suffix in the code but this will require manually writing the syntax for 260 firms and then getting the results. I think I need to have a code somewhat like,see below:

xtqreg Xi L_MTbills L_MktR L_EV L_TEDSp L_CPI_Inf if FI==1,2,3,4,5, q(0.05), which course is not a valid code.

Is there a way I can achieve the regression results of all firms or panels in the data in one go or giving "if" command, which would say "if firms=1-260".

Thanks in anticipation
Aamina