*! _xtpqcce_ebuild v1.0.0 20jun2026 Dr Merwan Roudane *! Build named b/V for ereturn post from xtpqcce engine output. *! Headline coefficients are the slope effects on x, one equation per *! quantile (eq = qXX), so that test/lincom/coeflegend work. capture program drop _xtpqcce_ebuild program define _xtpqcce_ebuild, rclass version 15.1 syntax , est(string) tau(numlist) k(integer) indepvars(string) /// lags(integer) mg(string) v(string) [ bcon(integer 0) bcmg(string) ] local ntau : word count `tau' local p = `ntau'*`k' tempname src if "`est'" == "csqr" & `bcon' matrix `src' = `bcmg' else matrix `src' = `mg' tempname B V matrix `B' = `src'[1, 1..`p'] matrix `V' = `v'[1..`p', 1..`p'] * equation:coef names local names "" local ti 0 foreach q of local tau { local ++ti local qe = round(100*`q') forvalues j = 1/`k' { local xv : word `j' of `indepvars' local names "`names' q`qe':`xv'" } } matrix colnames `B' = `names' matrix colnames `V' = `names' matrix rownames `V' = `names' return matrix bpost = `B' return matrix vpost = `V' end