qreg - Stata

qreg — Quantile regression 25
iqreg stores the following in e():
Scalars
e(N)
e(df r)
e(q0)
e(q1)
e(reps)
e(sumrdev0)
e(sumrdev1)
e(sumadev0)
e(sumadev1)
e(rank)
e(convcode)
Macros
e(cmd)
e(cmdline)
e(depvar)
e(vcetype)
e(properties)
e(predict)
e(marginsnotok)
Matrices
e(b)
e(V)
Functions
e(sample)
number of observations
residual degrees of freedom
lower quantile requested
upper quantile requested
number of replications
lower quantile sum of raw deviations
upper quantile sum of raw deviations
lower quantile sum of absolute deviations
upper quantile sum of absolute deviations
rank of e(V)
0 if converged; otherwise, return code for why nonconvergence
iqreg
command as typed
name of dependent variable
title used to label Std. Err.
b V
program used to implement predict
predictions disallowed by margins
coefficient vector
variance–covariance matrix of the estimators
marks estimation sample
sqreg stores the following in e():
Scalars
e(N)
number of observations
e(df r)
residual degrees of freedom
e(n q)
number of quantiles requested
e(q#)
the quantiles requested
e(reps)
number of replications
e(sumrdv#) sum of raw deviations for q#
e(sumadv#) sum of absolute deviations for q#
e(rank)
rank of e(V)
e(convcode) 0 if converged; otherwise, return code for why nonconvergence
Macros
e(cmd)
e(cmdline)
e(depvar)
e(eqnames)
e(vcetype)
e(properties)
e(predict)
e(marginsnotok)
Matrices
e(b)
e(V)
Functions
e(sample)
sqreg
command as typed
name of dependent variable
names of equations
title used to label Std. Err.
b V
program used to implement predict
predictions disallowed by margins
coefficient vector
variance–covariance matrix of the estimators
marks estimation sample