I am looking for a way of extracting coefficients and standard errors(SE) after storing them. For example
qreg outcome x1 x2 x3, quantile(25)
estimates store q25
qreg outcome x1 x2 x3, quantile(50)
estimates store q50
Then later, I would like to do something like
test [q25]x1 = [q50]x1
I know sqreg could do the quantiles simultaneously but I find at times that sqreg gives the error message
same model cannot be used to estimate both quantiles; sample size probably too small r(498);
However, the sample size = 26K and then I can still do the quantile regression singly using qreg.
I would also like to get a list of what is stored in my stored estimates - similar to ereturn list after an estimation command.
Thanks in advance for taking the time to consider this,
Don
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