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st: equality between coefficients across quantiles, with QREG


From   Ortega Hesles Marķa Elena <eortega@banxico.org.mx>
To   <statalist@hsphsun2.harvard.edu>, <owner-statalist@hsphsun2.harvard.edu>
Subject   st: equality between coefficients across quantiles, with QREG
Date   Fri, 8 Apr 2005 18:03:35 -0500

Dear stata listers,

I have to perform some tests where the null hypothesis is that the coefficients of the quantile 0.25 = quantile .075  for the variable education. I know that you can easily specify it after using the command "sqreg", the problem is that I have to use aweight and that command doesn't allow weights so it is necessary to use "qreg" for each quantile, but then you cannot do the test because you lose the estimation of the previous quantile. 

Does anyone know if there is a way to use sqreg with weights or to perform a test of equality of coefficients among quantiles with qreg ?

I will really appreciate your help. Thanks,

 Marķa Elena Ortega 


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