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st: equality across quantile regressions WITHOUT sqreg


From   "Lim, Raymond" <rl2240@columbia.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: equality across quantile regressions WITHOUT sqreg
Date   Mon, 27 Sep 2010 09:20:23 -0400

Hello Statalisters,
Can I test equality of coefficients across different quantile regressions (.25 .50 .75) manually after running qreg? If so, would the calculation be the usual "coefficient +or- 1.96*SE" and see whether the 95% confidence intervals overlap?

I'd like to avoid sqreq because I have a large sample and a single qreg takes two days to complete. Running sqreg with its bootstrapping computations would take forever.

Thanks!
-Raymond

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