Panel Outlier Robust / Quantile Regression with Fixed Effects for Static Panel Data in STATA

When the #paneldata is not normally distributed mainly because of presence of #outliers, we have to resort to #median regression. This tutorial describes the panel quantile regression #PQR which is instrumental in #non-normal variable or variables with outliers cases. This method can also generate coefficients at different specified #percentile position to conduct a #dataanalysis which assess differences in effect at different #distribution position.

[Anu-xcgp]

Hi Sir,
I have 456 obs of 24 countries over 19 years. I get different coefficients and p values everytime I run qregpd for all quantiles.
Could you please help how to resolve the issue?

[muhammadrabiudanlami]

Thanks for your supports, Sir. Please do video on GMM Quantile regression.

[renatabenicio]

Hello! What if I need to use bootstrap in the Panel Quantile Regression? How should I proceed?

[fabianoborges]

Thank you. Where can I get this datafile?

[isaacbekoe]

Please is it wrong for me to use the sqreg command to run quantile regression panel data model? Moreso is like i get all my variables to be significant when I use your command, I’m a bit skeptical about that. Any help?

[testhesabi]

Hİ, sir. Do we test other hypothesis for example normality, heteroskedasity? And I sent a e mail. Please I need for help so may you back for me? Thanks.

[alyssaavanthika]

hello, how do we know when to use arate 0.5 and arate 1 when running qregpd?

[heromito]

well done work,
bro could you please make a video how to plot Q.regression coefficients

[PitipatNittayakamolphun]

From your video I didn't see the Constant Term. Is panel quantile regression able to run the constant term? also where could I find the Goodness of Fit in this? ....is it the Mean acceptance rate? thanks in advance

[shayankhan]

Hello sir i am doing analysis with the help of qregpd but i want to draw a graph please share a command for qregpd plot in your previous video you discuss it but its to complicated please help me

[MsShah]

Dear Sir,
How do we plot the tables. I mean how we derive graphs from the tables? Thanks.
Syed Sadaqat, PhD

[narlikar]

Can you please share the data for trying Quantile Regression Lecture cmds once again please

[michelliasantosa]

Please do video on how to plot graph of panel quantile regression in Stata.

[panikajain]

This command is based on which paper?. And how it incorporates country fixed effect.

[anuradhasaikia]

command sec is not recognized is showing after i enter the command

[salahnasr]

Hello, Thanks for your supports.
At the end of the video I added the phrase (quantile(25)), what does it mean? How do you determine the number (25), and what does it mean?