Dear All:

Thanks to Kit Baum,

Please do let me know if you find any problems with the new module.

Best wishes,

Joao

Thanks to Kit Baum,

*xtqreg*is now available in SSC. This module estimates quantile regressions with fixed effects using the method of Machado and Santos Silva (forthcoming in the Journal of Econometrics). Unlike*qregpd*, the new*xtqreg*module estimates a standard linear model with additive fixed effects, which is the model most practitioners have in mind when considering regression with fixed effects.Please do let me know if you find any problems with the new module.

Best wishes,

Joao

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