Quantile reg for panel data

[Bill Hong]

Hello,
I am trying to use the QRPD(by David Powell) command to do longitudinal quantile regression analysis. But cannot install QRPD. New to stata. Tried findit, search, manual install, etc. could not make it work. Any one can advise? Thx!

[Carlo Lazzaro]

Bill:
I would e-mail David Powell directly http://www.rand.org/content/dam/rand...umentation.pdf

[Ujjwal]

Dear Carlo, I am trying find out any Stata code for panel quantile regression using Ivan Canay (2011) two step model. Recently this model appears in good number of literature and claims to be simpler and faster to run on Stata. Any help on this code?

[Carlo Lazzaro]

Ujjwal:
unfortunately I did not ever heard about the article you mention.
That said (and as requested by FAQ), you should provide the list with full reference of the paper you quote in your post: this forum is a multidisciplinary one and what is considered well-known in one research field is very often obscure for those engaged in other research stuff.

[Ujjwal]

Ivan A. Canay. A note on quantile regression for panel data models. The Econometrics Journal, 14:368{386, 2011.

Powell (Documentation for Quantile Regression for Panel Data (QRPD) David Powell y RAND March 12, 2014) has also referred to this article but said his coding is for a different estimation than Canay.