panel quantile regression for country specific results

[ASAD NAQVI]

Respected Sir,
I am doing research on BRICS countries. Earlier I applied quantile regression with fixed effects (qregpd). now I want to calculate country-specific results by using quantile regression. earlier I applied simple quantile (qreg) but my p values are insignificant for some countries. please help me in this regard.

[ASAD NAQVI]

Joao Santos Silva
Respected sir,
My N =5 and T = 30, I applied qregpd, and now I want to calculate country-specific estimates.
1. is there any linked command with qregpd for that?
2. can I run (qregpd/qreg) for each country separately (i.e., taking one country's data and declaring it panel)
3. I tried qreg through "by id" but p values are insignificant, any remedy for that?

I would be grateful for your response. Thank you
Regards,
Asad

[Joao Santos Silva]

Dear ASAD NAQVI,

I really do not recommend using qregpd. Anyway, it looks as if you do not want to use a panel but estimate for each country separately using qreg as you describe in 2, but you need to worry about serial correlation.

Best wishes,

Joao

[ASAD NAQVI]

Thank you so much for your reply. in this case, what are your recommendations? please suggest a better method

[Joao Santos Silva]

You probably need to use some form of block bootstrap, but I do not think there is a simple command to do that.

[ASAD NAQVI]

thank you so much for your guidance