Good morning to everyone, I'm working on my thesis using a panel data and Stata 14.1. My panel embodies information for all the 20 Italian regions from 2004 to 2018. My independent variables are employment rate, average age, population growth rate and Gini index while the dependent variable is family poverty rate (all the variables are iid). I decided use quantile regression to understand if a given policy, that is designed to reduce poverty through an increase in employment, is really effective even if the poverty is structural. I'm using the model for quantile regression described by José Machado and Joao Santos Silva in their paper "Quantiles via Moments". My problem is that after the usage of "xtqreg", on stata, i would like to make tests on the residual and test the paper's assumptions but the classical commands that i know cannot be used with xtqreg. I noted that the "xtreg, fe" results are the same as the 0.5 quantile regression, so i tested the results obtained with the fixed effect transformation and they are robust but i suppose that this tests are valid only for the 0.5 quantile. Anyone has suggestions?

Thank you in advance for your time.