*! version 1.0.0 20jun2026 Dr Merwan Roudane

Title

xtpqcce postestimation -- Postestimation tools for xtpqcce

Postestimation

After xtpqcce the headline coefficients are posted in e(b)/e(V)
with one equation per quantile (equation name qXX, where XX=100*tau).
Standard postestimation commands therefore work, for example

. test [q90]x1 = [q10]x1 (equal effect in the two tails?)

. lincom [q50]x1 - [q50]x2

. xtpqcce (replay the last results)

Richer detail is kept in dedicated matrices: e(mg) (mean-group
estimates), e(SE), e(V_mg), e(b_i) (per-unit estimates, one row
per panel, useful for studying heterogeneity), and for qmg also
e(lr_mg), e(lr_SE) and e(hl_mg) (long-run effects and
half-lives). With csqr bc the bias-corrected mean group is e(bc_mg).

Graphs

xtpqcce_graph redraws the quantile-process figure (one panel per regressor:
the mean-group / bias-corrected coefficient across the quantiles, with a shaded
pointwise confidence band and a zero reference line).

xtpqcce_graph [,
coef(main|long)
level(#)
titles(string)
name(string)
export(filename)
combine_options]

coef(main) (default) plots the headline coefficient (bias-corrected
for csqr bc); coef(long) plots the long-run effect (qmg only).

level(#) sets the band's confidence level (default e(level)).

titles(string) supplies per-panel titles; export() saves the
figure; name() names the combined graph.

Examples

. xtpqcce y x1 x2, csqr quantiles(0.1(0.1)0.9) bc

. xtpqcce_graph, export(fig1.png)

. xtpqcce y x1 x2, qmg quantiles(0.1 0.5 0.9) lrun

. xtpqcce_graph, coef(long)

Author

Dr Merwan Roudane

merwanroudane920@gmail.com

github.com/merwanroudane