XTQREG: Stata module to compute quantile regression with fixed effects

José António Machado and João Santos Silva

Statistical Software Components from Boston College Department of Economics

Abstract: xtqreg estimates quantile regressions with fixed effects using the method of Machado and Santos Silva (J. Econometrics, 2018).

Language: Stata
Requires: Stata version 14
Keywords: quantile regression; fixed effects (search for similar items in EconPapers)
Date: 2018-08-26, Revised 2021-10-13
Note: This module should be installed from within Stata by typing "ssc install xtqreg". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/x/xtqreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtqreg.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458523

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