Panel Quantile regression

[Sara JM]

Hey
I want to run a quantile regression for panel data. I want to estimate the model at 10th, 25th, 50th, 75th^, and 90th percentiles while controlling for country and year fixed effects.

If I am using qregpd command. Will I have to run the regression equation separately for each percentile? Or is it possible to do it simultaneously?
Does it includes for country and time fixed effects?
Why does it not provide the intercept term?

[Joao Santos Silva]

Dear Sara JM,

The model estimated by that command does not really include fixed effects. What are the dimensions of you panel?

Best wishes,

Joao

[Sara JM]

Hello Mr.Silva
My panel data is for 24 countries for a period of 15 years.

[Joao Santos Silva]

Dear Sara JM,

In that case, maybe you want to use xtqreg.

Best wishes,

Joao