I believe Stata does not provide an XT equivalent of qreg. I think
there are several possible versions of such an estimator, and they may
not do what you want, so until the literature sorts out which one is
suitable for common use, I expect Stata will not provide one. In the
meantime, you may want to read:
http://www.econ.uiuc.edu/~roger/research/panel/long.pdf
Marco Geraci and Matteo Bottai. 2007.
"Quantile regression for longitudinal data using the asymmetric
Laplace distribution"
Biostatistics 8(1):140-154; doi:10.1093/biostatistics/kxj039
Pin�on, C. and Pons, O. 2006.
"Nonparametric estimator of a quantile function for the probability of
event with repeated data"
Dependence in Probability and Statistics, Lecture Notes in
Statististics 187: 479--493. Springer
On 10/31/07, Ilaria Tucci <[email protected]> wrote:
> Hi to all,
>
> I would like to estimate a quantile regression fro panel data.
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