Fatma Bircan
Middle East Technical University
Department of Economics
210-2032
How do I test the equality of coefficients across quantiles after
sqreg command?
I use correctly I thihnk the following option but
test [q10=q25=q50=q75=q90]: yrschl
( 1) [q10]yrschl - [q25]yrschl = 0
( 2) [q10]yrschl - [q50]yrschl = 0
( 3) [q10]yrschl - [q75]yrschl = 0
( 4) [q10]yrschl - [q90]yrschl = 0
F( 4, 5806) = 5.09
Prob > F = 0.0004
as you see it compares the 10th quantile with others. Should I do it
for eacch pair separately or try combinations. You see the way I put
the restriction changes the df so I am confused about how to test the
hypothesis of parameter equality across the specified quantiles.
Any help will be appriciated
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