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st: How to test equality of coefficients across quantiles using QREG or SQREG


From   "Murtaza, Fowad" <fmurta@essex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: How to test equality of coefficients across quantiles using QREG or SQREG
Date   Sat, 11 Jul 2009 15:42:54 +0100

Hi
 
I am estimating few quantile regressions (p=0.1, 0.2, 0.3, 0.4....).
 
I can do this using qreg or sqreg (though sqreg would not allow me using
weights which is also my concern).
 
Could someone guide me with the code for testing the null hypotheses
that the coefficients of the quantiles are same for both qreg and sqreg
programs.
 
I will appreciate your help. 
Thanks,
fowad



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