Is there a way to test the equality of quantile regression coefficients in one go using Stata? For example can I do the comparison of the coefficients of the 10th, 25th, 50th, 75th and the 90th quantiles using one single command in Stata?


Consider the example below.

sysuse auto, clear
sqreg price weight length foreign, ///
      quantile(.25 .5 .75) reps(100)
test [q25=q50=q75]:weight

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