Dear All,

As part of my research, I have conducted the LR test to compare both the unrestricted and the restricted models to see the effect of particular group of variables. I did this analysis by using probit, double hurdle, Heckman, and OLS models. In addition, I need to conduct this analysis for quantile regression. Hence I used the following commands.

sqreg lnamount obc sc st area asset marginal small semimedium HHsize age primary middle secondary graduate north central east northeast south if access ==1, q(0.25 0.50 0.75 0.90)
estimates store fullmodel

sqreg lnamount area asset marginal small semimedium HHsize age primary middle secondary graduate north central east northeast south if access ==1, q(0.25 0.50 0.75 0.90)
estimates store nosocial

lrtest fullmodel nosocial , stats

Note: In the above command the restricted varaiables are obc sc and st and that model is called as nosocial group model.

However, these above commands showed the following errors

fullmodel does not contain scalar e(ll)
r(498);

And I have gone through https://www.statalist.org/forums/for...ile-regression also. Though I did not get much from that link as I am not a econometrically trained scholar, but one thing I understood is that lrtest can't be performed with qreg command. Now, I am stranded that how to compare both the unrestricted and the restricted models to see the effect of particular group of variables. I would be very much thankful to you all if my problems are solved.

Thanks and Regards
Karthick Veerapandian.