[Simone Alim]

Dear Joao Santos Silva

Thanks for offering your insights! If I simply have to add an interaction term, is xtqreg or qreg better?

I'm also wondering if mdqr or xtmdqr have random effects (https://www.stata.com/meeting/switze...22_Melly.pdf)? Note: my data does not have repeated observations.

Any advise is appreciated.

Warmly,
Simone

[Joao Santos Silva]

Dear Simone Alim,

If you do not need the fixed effects, just use qreg2 (to be able to cluster standard errors); otherwise you need xtqreg. I am afraid I am not familiar with the other commands.

Best wishes,

Joao