Hello everyone,
I am reading the paper by Koener (2004) (https://www.sciencedirect.com/scienc...47259X04001113), which mentions "Quantile Regressions with Fixed-Effects" and "Penalized Quantile Regressions with Fixed-Effects." I have done some searching and see that there are two Stata commands related to Quantile Regressions with Panel data: -xtqreg- and -qregpd-. I have read the documents related to these two commands and see that each of them deals with fixed effects differently. However, I am not sure which one of those is related to "Penalized Quantile Regressions with Fixed-Effects." I have also searched the Stata command for this particular "Penalized Quantile Regressions with Fixed-Effects", but I could not find anything. Could anyone who has done or has more experience in this model please help me with this?
Moreover, if I am interested in the impact of genders, would I be able to use -xtqreg- and -qregpd-? I have tried the codes and see that it is not feasible; however, I just want to confirm it with the experts here.
Thank you, everyone, in advance.
I am reading the paper by Koener (2004) (https://www.sciencedirect.com/scienc...47259X04001113), which mentions "Quantile Regressions with Fixed-Effects" and "Penalized Quantile Regressions with Fixed-Effects." I have done some searching and see that there are two Stata commands related to Quantile Regressions with Panel data: -xtqreg- and -qregpd-. I have read the documents related to these two commands and see that each of them deals with fixed effects differently. However, I am not sure which one of those is related to "Penalized Quantile Regressions with Fixed-Effects." I have also searched the Stata command for this particular "Penalized Quantile Regressions with Fixed-Effects", but I could not find anything. Could anyone who has done or has more experience in this model please help me with this?
Moreover, if I am interested in the impact of genders, would I be able to use -xtqreg- and -qregpd-? I have tried the codes and see that it is not feasible; however, I just want to confirm it with the experts here.
Thank you, everyone, in advance.
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