I achieved the fixed effect results using dummy variables for
subjects in the sqreg model. My major issue was the reproducibility
of the standard errors even after using the set seed command before
implementing `sqreg'. I think there is a bug in the `sqreg' command.
I'm not sure if my response was helpful.
--- In [email protected], Bo MacInnis <bo@m...> wrote:
> Dear Stata-listers,
>
> I am new to the quantile regression, qreg. I wonder if there is a
fixed
> effect qreg estimator in STATA?
>
> Thank you very much,
> Bo
>
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