loop program by deciles

[Aleksandra Anic]

Dear all,

I want to test equality of coeff. with bootstrap s.e. for many unconditional quintile regressions by deciles and percentiles. I don't know how to loop the program. I use user written command rifhdreg by Fernando Rios-Avila (Rios-Avila, F. 2020. Recentered influence functions (RIFs) in Stata: RIF regression and RIF decomposition. Stata Journal, 20(1), 51-94.). The same problem would be if I use any other command if I want to loop over percentiles, or any other criteria.

sysuse auto.dta

program dob,eclass
rifhdreg price length weight foreign, rif(q(10)) 
matrix b=e(b)
end

bootstrap:dob if e(sample)
test _b[length]=_b[weight]

My question is how can I test it iteratively, for 10, 15, 20, etc. percentiles, i.e. 10(5)95?

Best regards,
Aleksandra