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st: Can I retrieve the Wald statistic after a call to qreg?


From   PatrickT@umac.mo
To   statalist@hsphsun2.harvard.edu
Subject   st: Can I retrieve the Wald statistic after a call to qreg?
Date   Thu, 31 May 2007 23:31:25 +0800

Hi there,
I would like to extract the wald statistic after a quantile regression. I
have looked inside the "qreg" ado files for things like "chi2", and also
tried "ereturn list" after a call to "qreg", but could not spot it. Can I
retrieve it after a call to "test" or "predictnl" ? I need this wald
statistic for every quantile estimated. Any help much appreciated!

Patrick.
patrickt@umac.mo

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