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st: testing for difference between quantile regression coefficients


From   ics <[email protected]>
To   <[email protected]>
Subject   st: testing for difference between quantile regression coefficients
Date   Tue, 15 Feb 2011 20:01:38 -0700

Hello,

(I'm new to STATA). I need to test whether the coefficients are the same for two different quantile regressions at each quantile. I've estimated:

sqreg l08 lr08, q(.25, .5, .75, .9)

sqreg l07 lr07, q(.25, .5, .75, .9)

I've looked over the following thread: http://www.stata.com/statalist/archive/2010-08/msg01447.html but I'm unsure what to do next...

I'm using:
Stata/SE 9.2 for Windows
Born 06 Feb 2007

Thank you!

-Ian


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