Hello Statalisters,
I have worked with -qreg- and -iqreg- stata functions which perform regressions based on the quantiles of the dependent variable. For example, when I am regressing returns on the size of firms, I used -iqreg- to observe the differential effects of size on returns between the best and worst performing firms in the sample.
I am looking for a stata function which would allow me to observe the differential effects of size on returns between biggest and smallest firms in my sample. I can use subsamples to run regressions on a specific subgroup of the firms in my sample separately but this is a bit inefficient and also it's not possible to compare the two subgroups.
Any help is appreciated,
Hamid
I have worked with -qreg- and -iqreg- stata functions which perform regressions based on the quantiles of the dependent variable. For example, when I am regressing returns on the size of firms, I used -iqreg- to observe the differential effects of size on returns between the best and worst performing firms in the sample.
I am looking for a stata function which would allow me to observe the differential effects of size on returns between biggest and smallest firms in my sample. I can use subsamples to run regressions on a specific subgroup of the firms in my sample separately but this is a bit inefficient and also it's not possible to compare the two subgroups.
Any help is appreciated,
Hamid
