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st: How to compare coefficients from ols and quantile regressions


From   "Buchs M." <M.Buechs@soton.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: How to compare coefficients from ols and quantile regressions
Date   Tue, 27 Nov 2012 14:54:59 +0000

Hi all,

I've run two regressions, one OLS and one quantile on the 75th percentile, using the same sample, dependent and independent variables (the dependent variable being household emissions). Now I'd like to test whether the coefficients for individual IVs from these two regressions are significantly different - is this possible and do you know how I could do this in STATA?

Many thanks!
Milena

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