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st: the equality of coefficients across quantiles


From   fatma bircan <bircan@metu.edu.tr>
To   statalist@hsphsun2.harvard.edu
Subject   st: the equality of coefficients across quantiles
Date   Thu, 14 Oct 2004 17:04:41 +0300

Fatma Bircan
Middle East Technical University
Department of Economics
210-2032

How do I test the equality of coefficients across quantiles after
sqreg command?
I use correctly I thihnk the following option but


 test [q10=q25=q50=q75=q90]:   yrschl 

 ( 1)  [q10]yrschl - [q25]yrschl = 0
 ( 2)  [q10]yrschl - [q50]yrschl = 0
 ( 3)  [q10]yrschl - [q75]yrschl = 0
 ( 4)  [q10]yrschl - [q90]yrschl = 0

       F(  4,  5806) =    5.09
            Prob > F =    0.0004

as you see it compares the 10th quantile with others. Should I do it
for eacch pair separately or try combinations. You see the way I put
the restriction changes the df so I am confused about how to test the
hypothesis of parameter equality across the specified quantiles.

Any help will be appriciated




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