Does anyone know how to run a simultaneous quantile regression with pweights? I am trying to test whether the coefficients at the 33rd and 50th percentile are different. I know I can run this test using sqreg, but I wont be able to account for sample weights if I do so. I thought about just running qreg for the quantiles individually and then using a z-test to determine if the coefficients are different, but that does not take into account the covariance between the quantiles.

Any and all suggestions would be appreciated. Also if it matters, I am running STATA 15.1.

Best,
Jake