Hi
I am estimating few quantile regressions (p=0.1, 0.2, 0.3, 0.4....).
I can do this using qreg or sqreg (though sqreg would not allow me using
weights which is also my concern).
Could someone guide me with the code for testing the null hypotheses
that the coefficients of the quantiles are same for both qreg and sqreg
programs.
I will appreciate your help.
Thanks,
fowad
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