[merve kaya]

Dear merve kaya,

If the coefficient of X in the scale is not zero, the effect of X on Y will vary by quantile.

Best wishes,

Joao

Dear Prof. Joao Santos Silva,

Thank you very much for your response.

With your permission, I would like to ask again.

The scale coefficient for the x variable is not zero, but it is statistically insignificant. Does the effect of the X variable on Y still vary across quintiles?

[Joao Santos Silva]

Dear merve kaya,

Not being statistically significant does not imply that the coefficient is zero, it just means that you cannot reject that hypothesis. The size of the coefficient and it's p-value will allow you to make a more informed decision about how the effect of X on Y varies by quantile.

Best wishes,

Joao