Sitio actualizado por: Carlos Vilalta
Fuente: Matthew Baker, 2016. "QREGPD: Stata module to perform Quantile Regression for Panel Data," Statistical Software Components S458157, Boston College Department of Economics. https://ideas.repec.org/c/boc/bocode/s458157.html
* Data
use C:\...
* Install qregpd
ssc install qregpd
help qregpd
* Set data as panel data
sort $id $year
xtset $id $year
xtdescribe
* Run regressions
qregpd y x1 x2, id( id) fix(year) quantile(.1)
qregpd y x1 x2, id( id) fix(year) quantile(.25)
qregpd y x1 x2, id( id) fix(year) quantile(.5)
qregpd y x1 x2, id( id) fix(year) quantile(.75)
qregpd y x1 x2, id( id) fix(year) quantile(.90)
* Save as .docx
** Install asdoc
ssc install asdoc
help asdoc
** Run regressions (again)
asdoc qregpd y x1 x2, id( id) fix(year) quantile(.1) replace nest
qregpd y x1 x2, id( id) fix(year) quantile(.25) nest
qregpd y x1 x2, id( id) fix(year) quantile(.5) nest
qregpd y x1 x2, id( id) fix(year) quantile(.75) nest
qregpd y x1 x2, id( id) fix(year) quantile(.90) nest
Por: Carlos Vilalta. Email: cvilalta@centrogeo.edu.mx