There is an example of this in the manual [R]qreg
Scott
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Raoul Reulen
> Sent: Saturday, February 11, 2006 11:06 AM
> To: [email protected]
> Subject: st: quantile regression testing joint hypothesis
>
> 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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