Quantile regression for panel data

[Marwa missaoui]

Hello Statalist, Is the qreg command suitable for conducting quantile regression on panel data in Stata? If not, what are the recommended commands or approaches for performing quantile regression with panel data?
Thank you!

[Joao Santos Silva]

Dear Marwa missaoui,

If you do not need fixed effects, I suggest reg2 with clustered standard errors. If you need fixed effects, consider using xtqreg or mmqr; the two commands implement the same estimator, but have different functionalities. All these commands are available from ssc.

Best wishes,

Joao