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  • esttab for quantile regressions

    Hello Everyone

    I am using mmqreg to run quantile regressions as below:

    eststo: mmqreg depvar coef1 coef2 etc, abs(var1) cluster(var2) quantile(0.1 (0.2) 0.9)

    This command generates estimates for coefficients related to location, scale and then coefficient estimates for each of the quantile regressions (5 in total).

    I would like to use esttab to create a Latex table, only keeping the quantile regression output, and putting the coefficients for each quantile in a separate column. Like below

    Quantile 0.1 Quantile2 Quantile3
    Coef1 xxx
    Coef2 yyyy

    Can anyone share any wisdom how I can do this?

    Thank you very much in advance!

    Costas

  • #2
    I’m Esttab try the options wide and drop(location: scale: )

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    • #3
      Thank you Fernando for all your help today! I'll give this a go.

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