including individual and time fixed effects in quantile regression (qregpd)

[Adam Bordeman]

HI all,

Does qregpd allow for two different types of fixed effects (e.g., individual and time). Is that what id() and fix() do? Or is the fixed effect limited to the single variable in fix()?

Thanks

[Phil Bromiley]

You did not get a quick answer. You'll increase the chances of a useful answer by following the FAQ on asking questions - Stata code in code delimiters, readable Stata output, and sample data using dataex.

You are using a user-written estimator. Help on such an estimator depends on someone active on the Forum using it. The documentation says:

identifier(varlist) This option must be specified as it defines the unit of observation that we observe over multiple time periods.
Think of identifier(varlist) as the panelvar in xtset. "Time" is defined in fix(varlist).

fix(varlist) This is the "time" fixed effect. Think of fix(varlist) as the timevar in xtset.


That seems pretty clear. It behooves you to carefully read the documentation before posting a question.