Question about qreg command

[Hachemi SOLTANI]

Hello Stata community!

I want to inquire about the possibility of applying the "qreg" command with panel data

Will it be acceptable?

Thanks in advance

[Carlo Lazzaro]

Hachemi:
welcome to this forum.
You may want to take a look at the community-contributed command -xtqreg- that is coauthored by Joao Santos Silva who is a regular contributor to this forum and a talented econometrician.

[Joao Santos Silva]

Dear Hachemi,

With panel, you need to cluster standard errors, therefore need to use qreg2. If you want to include fixed effects and T is reasonably large, you can use xtqreg and then use bootstrap to get the standard errors.

Best wishes,

Joao

[Hachemi SOLTANI]

Hachemi:
welcome to this forum.
You may want to take a look at the community-contributed command -xtqreg- that is coauthored by Joao Santos Silva who is a regular contributor to this forum and a talented econometrician.

Thanks a lot Mr. Carlo Lazzaro

[Hachemi SOLTANI]

Thanks for this answer, Mr. Joao Santos Silva

Mr. Joao Santos Silva

Is the qreg command for all data types or on for time series ?

[Joao Santos Silva]

Dear Hachemi SOLTANI

The command can be used with any type of data, but the standard errors may not be suitable.

Best wishes,

Joao

[Hachemi SOLTANI]

Thanks for your valuable answer Mr. Joao Santos Silva