st: quantile regression testing joint hypothesis

["Raoul Reulen" <raoulreulen@hotmail.com>]

Hi,

I am running several quantile regression models at several percentiles.

.qreg y x1 x2, quant(0.10)
.qreg y x1 x2, quant(0.25)
.qreg y x1 x2, quant(0.50)
.qreg y x1 x2, quant(0.75)
.qreg y x1 x2, quant(0.90)

I would like to test whether a covariate (x1) is relevant with respect to 
all percentiles. How can I test this?
Thanks.

Raoul


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