Dear Statalist,
I am implementing panel quantile regression by -qreg-. I have a question on how to interpret the coefficient as standard deviation change. In linear regressions, the standard deviation change of the dependent variable due to one standard deviation change in independent variable is calculated as: coefficient*sd of InDepVar/sd of DepVar. But in quantile regression, it seems that one cannot calculate the standard deviation of DepVar at a particular percentile.
So I would like to ask how to obtain standard deviation change in quantile regression.
Many thanks!
I am implementing panel quantile regression by -qreg-. I have a question on how to interpret the coefficient as standard deviation change. In linear regressions, the standard deviation change of the dependent variable due to one standard deviation change in independent variable is calculated as: coefficient*sd of InDepVar/sd of DepVar. But in quantile regression, it seems that one cannot calculate the standard deviation of DepVar at a particular percentile.
So I would like to ask how to obtain standard deviation change in quantile regression.
Many thanks!
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