st: sqreg -test- at each quantile

[Samantha Batchelor <S.Batchelor@griffith.edu.au>]

Hi,

I'm running a quantile regression including ethnicity with 5 levels as below.
xi: sqreg vocab i.gender i.mothered i.children i.ethnicity standards, q(.2 .4 .6 .8) reps(500)

When I use:
test _Iethnicity_2 _Iethnicity_3 _Iethnicity_4 _Iethnicity_5
to test the effect of ethnicity, Stata tests it across all the quantiles whereas I want it separately for each quantile.

Ditto if I want to test an interaction at each quantile.

Is there a command to get the test for each quantile or do I need to run bsqreg for each quantile separately?

Thanks very much,

Samantha Batchelor 

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