Hi Joao Santos Silva

I am worried about two things in quantile regressions for panel data.

1. My data is not normally distributed and has outliers as well. I have done my qreg analysis for a panel of 360 firms, but haven't considered data transformations to treat outliers or to impose normality. I have read that quantile regressions are robust to non-normality. Would you suggest any data transformations to treat outliers or non-normality.

2. I have estimated the estimates of qreg and have derived t stat, se and p values along with other coeffs and constant terms. Could you please comment on how the qregs are checked for their significance. I have 360 regressions. How the significance would be interpreted in all of them for a set of variables. or do we need to interpret them at all?

Kindest Regards
Aamina