Dear Statalisters,

I am running a quantile regression of the form below using qreg2 by J.A.F. Machado, P.M.D.C. Parente, and J.M.C. Santos Silva
Code:


qreg2 y x1 x2 x3 x4 x5 x6 x7 y2 - y5 if wanted1==5, cluster(unit) wlsiter(60) quantile(0.5)



. I wanted to run it for some percentiles (.1, .25, .5, .75, .99.8) and then run a test of equivalence of the estimates (say for x2) across the specified percentiles). From checks on the list so far, I only come across examples with sqreg.

I would be grateful if I get help on doing this test with qreg2.



Thanks.



Cobby.