Quantile regression

[Tarannum Baigh]

Hi !!
What is the procedure of controlling control variables in Quantile regression ?

[Carlo Lazzaro]

Tarannum:
welcome to this forum.
In absence of furter details, I would assume that you mean somethin along the following lines:

. use "C:\Program Files (x86)\Stata15\ado\base\a\auto.dta"
(1978 Automobile Data)

. qreg price mpg i.foreign
Iteration  1:  WLS sum of weighted deviations =  64928.904

Iteration  1: sum of abs. weighted deviations =    64910.5
Iteration  2: sum of abs. weighted deviations =    62697.5
Iteration  3: sum of abs. weighted deviations =    62496.8
Iteration  4: sum of abs. weighted deviations =   60788.75

Median regression                                   Number of obs =         74
  Raw sum of deviations  71102.5 (about 4934)
  Min sum of deviations 60788.75                    Pseudo R2     =     0.1451

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         mpg |  -202.5833   52.64158    -3.85   0.000    -307.5477   -97.61901
             |
     foreign |
    Foreign  |   1761.083   661.8115     2.66   0.010     441.4687    3080.698
       _cons |   9127.333   1095.178     8.33   0.000      6943.61    11311.06
------------------------------------------------------------------------------