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I am using xtqreg command in Stata to implement a quantile regression. I have two questions:

(1) How can I add weight for each observation in the regression? aweight does not work in xtqreg.

(2) How can I have two fixed effects? I want to have both year and id fixed effects.

Nick Cox
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Reza
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  • Neither of these appears to be supported in this community-contributed command. You should ask on Statalist, where the second author is active; – Nick Cox Apr 07 '23 at 23:52
  • Now cross-posted at https://www.statalist.org/forums/forum/general-stata-discussion/general/1708943-weights-and-two-way-fixed-effects-in-xtqreg – Nick Cox Apr 08 '23 at 08:54

1 Answers1

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Try mmqreg (ssc install) which should allow for both

Fcold
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