[Joao Santos Silva]

Yes, I'll be happy to do that next timeI update the command.

Best wishes,

Joao

[River Huang]

Dear Joao, Thanks in advance.

[Fadi Ansar]

Dear Joao Santos Silva
I have ran xtqreg command for running quantile regression analysis and I found that Bootsrap standerd errors are always good while using it.But i am getting below kind of results.Can you please help me on this

bootstrap ,cl( bankname) r(100) id(id) seed(123):xtqreg Zscore MP_callmoneyrate Boone_Ind TotalAsset Liquidi
> tyRatio CBT FinFreedom NIM RI AssetcompositionRatiooffixe GDP INF Ratioofnonintrestoperating MP##C.MP_callmo
> neyrate owmpmr ,quantile (.9)
(running xtqreg on estimation sample)

Bootstrap replications (100)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
..................................................    50
..................................................   100

Bootstrap results                               Number of obs     =        703
                                                Replications      =        100

                                              (Replications based on 83 clusters in bankname)
---------------------------------------------------------------------------------------------
                            |   Observed   Bootstrap                         Normal-based
                     Zscore |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
----------------------------+----------------------------------------------------------------
           MP_callmoneyrate |   .2275783          .        .       .            .           .
                  Boone_Ind |  -28.36535          .        .       .            .           .
                 TotalAsset |   6.06e-07          .        .       .            .           .
             LiquidityRatio |   .9405847          .        .       .            .           .
                        CBT |  -.2851305          .        .       .            .           .
                 FinFreedom |   .0513436          .        .       .            .           .
                        NIM |   .0446368          .        .       .            .           .
                         RI |   .0006666          .        .       .            .           .
AssetcompositionRatiooffixe |  -11.17763          .        .       .            .           .
                        GDP |   .0327408          .        .       .            .           .
                        INF |  -.0023909          .        .       .            .           .
 Ratioofnonintrestoperating |   .0028424          .        .       .            .           .
                            |
                         MP |
                       TMP  |   .5958753          .        .       .            .           .
           MP_callmoneyrate |          0  (omitted)
                            |
      MP#c.MP_callmoneyrate |
                       TMP  |  -.1334673          .        .       .            .           .
                            |
                     owmpmr |   .0095196          .        .       .            .           .
---------------------------------------------------------------------------------------------

Thanks in advance

[FernandoRios]

Try again adding the fixed effect as follows:

bootstrap ,cl( bankname) r(100) id(id) seed(123):xtqreg Zscore MP_callmoneyrate Boone_Ind TotalAsset Liquidi
> tyRatio CBT FinFreedom NIM RI AssetcompositionRatiooffixe GDP INF Ratioofnonintrestoperating MP##C.MP_callmo
> neyrate owmpmr ,quantile (.9) i(id)

[Fadi Ansar]

Thankyou so much it works for me FernandoRios .but when I am adding i.year or ownership to the model ,I am getting following results

Bootstrap replications (100)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx    50
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx   100
insufficient observations to compute bootstrap standard errors
no results will be saved
r(2000);

Can you please guide me on this

[FernandoRios]

I think its because i didnt understand your data structure.
Probably what you should be doing is the following

bootstrap , cl( bankname) r(100) seed(123):xtqreg Zscore MP_callmoneyrate Boone_Ind TotalAsset Liquidi
> tyRatio CBT FinFreedom NIM RI AssetcompositionRatiooffixe GDP INF Ratioofnonintrestoperating MP##C.MP_callmo
> neyrate owmpmr ,quantile (.9) i(bankname)

But you will have to adapt this based on your data structure.

[Fadi Ansar]

Thankyou so much @FernandoRios
My panel id is bankname and having observations around 730 .my N is greater than T .This is the equation I tried,I tried to incorporate year effects and ownership effects in to the model and got the above results

 
 bootstrap ,cl( bankname) r(100) id(id) seed(123):xtqreg Zscore MP_callmoneyrate Boone_Ind TotalAsset Liquidi > tyRatio CBT FinFreedom NIM RI AssetcompositionRatiooffixe GDP INF Ratioofnonintrestoperating MP##C.MP_callmo > neyrate owmpmr i.year i.ownership,quantile (.9) i(id)