Hi,

I am working with panel data comprising of two rounds- 2005 and 2012 and I cannot figure out how to run the OLS and quantile regression separately for the two rounds.

My equation is:

logchildwage = logheadwage + Age + Age of Head + Age of Child + Household Fixed Effects + State FIxed Effects + Religion Dummy + Gender Dummy + Poverty Dummy + Caste + Interaction between gender/caste/religion with logheadwage.

The caste variable consists of three values. Should I create a separate dummy variable?

I have provided an example of data. Hopefully, it helps.

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input int(SURVEY year STATEID GENDER AGE RELIGION CASTE POOR NPERSONS URBAN) float(logchildwage logheadwage headage)
1 2005  2 0 24 0 2 0  8 0 2.4713535 2.5513964 70
1 2005  5 0 22 0 1 1  4 0  3.327874 2.7198846 60
1 2005  8 0 18 0 2 1 13 0 1.7972836 1.7972836 58
1 2005  9 0 14 0 1 0  8 0 1.8725867 2.2131913 50
1 2005 10 0 18 0 3 0  8 1 2.2059584  4.004362 56
1 2005 19 0 21 1 . 0  5 0 1.8632184  2.184802 42
1 2005 19 0 18 0 1 1  4 1  2.365764  2.365764 40
1 2005 21 0 16 0 3 0  4 0 2.0946572  2.624604 48
1 2005 24 0 16 0 3 0  6 0  2.480133 2.1924512 38
1 2005 27 0 30 1 . 0  5 1  4.660047  2.868287 58
1 2005 28 1 16 0 3 0  4 0  1.888681  2.699611 70
1 2005 29 0 15 0 2 0 10 0 1.4462267  1.851692 45
1 2005 33 0 24 0 1 0  5 0 3.0816324  2.858489 53
2 2012  2 0 25 0 2 0  3 1  3.898778  3.856005 51
2 2012  3 0 15 0 1 0  6 1   2.70805   2.70805 45
2 2012  7 1 15 0 3 1  9 1  2.525729 3.4927645 60
2 2012  9 0 19 1 . 0  9 1  3.218876  3.624341 55
2 2012  9 1 15 1 . 0  9 0   1.89712  2.931194 61
2 2012  9 0 22 1 . 0  7 0  2.931194  2.931194 55
2 2012  9 0 27 0 1 0  8 0  2.813411  2.931194 58
2 2012  9 0 20 0 1 0  3 0 2.3025851  .5108256 70
2 2012 18 0 16 1 . 0  4 0  2.931194 3.1135154 40
2 2012 19 0 25 0 2 0  3 1  2.484907 2.3025851 60
2 2012 23 0 32 0 3 1  7 0  2.748872  2.525729 55
2 2012 23 0 19 1 . 1 10 1  2.931194  2.931194 58
2 2012 28 0 26 0 3 0  4 0  3.358638  3.218876 50
2 2012 29 0 35 0 2 0  3 0  2.525729  2.525729 76
2 2012 29 0 19 1 . 0  5 0  2.813411  3.218876 50
2 2012 32 1 24 0 2 0  5 1  2.511935 3.4011974 56
2 2012 33 0 24 0 3 0  5 1  3.610918 3.6888795 47
end
label values SURVEY SURVEY
label def SURVEY 1 "IHDS1 1", modify
label def SURVEY 2 "IHDS2 2", modify
label values STATEID STATEID
label def STATEID 2 "Himachal Pradesh 02", modify
label def STATEID 3 "Punjab 03", modify
label def STATEID 5 "Uttarakhand 05", modify
label def STATEID 7 "Delhi 07", modify
label def STATEID 8 "Rajasthan 08", modify
label def STATEID 9 "Uttar Pradesh 09", modify
label def STATEID 10 "Bihar 10", modify
label def STATEID 18 "Assam 18", modify
label def STATEID 19 "West Bengal 19", modify
label def STATEID 21 "Orissa 21", modify
label def STATEID 23 "Madhya Pradesh 23", modify
label def STATEID 24 "Gujarat 24", modify
label def STATEID 27 "Maharashtra 27", modify
label def STATEID 28 "Andhra Pradesh 28", modify
label def STATEID 29 "Karnataka 29", modify
label def STATEID 32 "Kerala 32", modify
label def STATEID 33 "Tamil Nadu 33", modify
label values GENDER Gender
label def Gender 0 "Male 0", modify
label def Gender 1 "Female 1", modify
label values RELIGION Religion
label def Religion 0 "Hindu", modify
label def Religion 1 "Muslim", modify
label values CASTE CASTE
label def CASTE 1 "General", modify
label def CASTE 2 "SC/ST", modify
label def CASTE 3 "OBC", modify
label values NPERSONS NPERSONS
label values URBAN URBAN
label def URBAN 0 "rural 0", modify
label def URBAN 1 "urban 1", modify