With thanks to Kit Baum, a revised version of -grqreg- is now downloadable
from SSC.
This revision fixes a bug in previous versions which did not handle weighted
quantile regressions correctly. This was due to the fact that Stata did not
generate the macros with the weight information after running a quantile
regression in the same manner as it did with other estimation commands. This
problem was noticed thanks to Chris Auld.
Although the 12 Jan 2006 Stata 9 update fixed this problem, it remained an
issue for Stata 8.2 users. Hence, users can now manually specify the weight
information (Please notice that qreg only allow aweights and fweights).
A couple of new features were also added. Version 1.8 of -grqreg- allows
users to plot two coefficients of a quantile regression against one another
using the option compare. Another change is that -grqreg- is now a r-class
ado, which returns a matrix with the coefficients and respective confidence
intervals used to generate the figures (just type -return list- after
running -grqreg-).
All the very best,
Jo�o Pedro Azevedo
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