Browsing by Autor "Andrey Ramos"

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    Estimation of quantile regressions with fixed effects
    (SAGE Publishing, 2026) Fernando Rios-Avila; Andrey Ramos; Gustavo Canavire-Bacarreza; Leonardo Siles
    In this article, we introduce two new commands, qregfe and qregplot , that are designed for fitting and visualizing quantile regression models with fixed effects. qregfe provides a unified syntax for implementing three panel-data estimators that are commonly used in empirical research: 1) the correlated random-effects specification of Abrevaya and Dahl (2008, Journal of Business and Economic Statistics 26: 379–397); 2) the two-step location-shift estimator of Canay (2011, Econometrics Journal 14: 368–386); and 3) the method of moments quantile regression approach of Machado and Santos Silva (2019, Journal of Econometrics 213: 145–173). The companion command qregplot produces coefficient–quantile plots, allowing researchers to visualize how the coefficients of each covariate change across the outcome conditional distribution.