st: Quantile regression for panel data

[mmolina@uniroma3.it]

Dear Statalist,

I would like to estimate the growth rate of firms at different points in
time (4 points in an interval of 9 years). I have a pseudo-panel data set
with 23000 observations.
I've trying with quantile regression techniques (qreg and sqreg). I
included some dummy to lead with fiexd effects. My equation is:

growth= b1 b2 b3 growth(t-1) dummy1 dummy2 year

The problems are that many observations are dropped and few df remain. Do
you think it can be due to outliers? Or is it possible that I have
clustering problems?

I am very grateful for your advice.

Thanks a lot

Maria





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