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  • Quantile regression

    I want to apply quantile random effects model. Since in my dataset Hausman test is supporting random effects model. so, please help me in getting the concerned material or stata command.

  • #2
    There is no such a thing as random effects quantile regression model.
    The closest, perhaps, would be to use a correlated random effects model.
    Hre you simply add the group average characteristics to your qreg model, and NOT add individual fixed effects.
    HTH

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