Dear All,
In a few papers using quantile regressions, I have seen some very
interesting graphs showing how the coefficient of the independent
variables vary across quantiles (I don't have the reference with me, but
I'm sure it is on a paper by Koenker in the Journal of Economics
Perspectives). Usually, these graphs also have the coefficient for OLS
as a horizontal line, and confidence intervales for the qreg
coefficients are also plotted (please let me know if there is a "formal"
name for this type of graphs).
I wanted to know if anyone knew about some ado file to do this in Stata,
I couldn't find any - if not, I will try to do it myself.
Thank you very much
best,
Guillermo Cruces
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