{smcl}
{* *! version 1.0.0  30mar2015}{...}
{cmd:help xtqreg}
{hline}

{title:Title}

{p2colset 5 17 19 2}{...}
{p2col :{hi:xtqreg} {hline 2}}Linear Quantile Mixed Models{p_end}
{p2colreset}{...}

{title:Syntax}
{phang}

{p 8 13 2}
{cmd:xtqreg} {depvar} [{indepvars}] {ifin} 
	[{cmd:,} {it:{help xtqreg##xtreg_options:xtqreg_options}}]

{synoptset 25 tabbed}{...}
{marker xtqreg_options}{...}
{synopthdr :xtqreg_options}
{synoptline}
{syntab :Model}
{synopt :{cmdab:q:uantiles(}{it:#}[{it:#}[{it:# ...}]]{cmd:)}}estimate {it:#} quantiles; default is {cmd:quantiles(.5)}{p_end}
{synopt :{opt r:eps(#)}}perform {it:#} bootstrap replications; default is {cmd:reps(20)}{p_end}
{synopt :{opt m:ethod(string)}}specifies the optimization algorithm{p_end} 
{synopt :{opt r:andom(varlist)}}specifies the random effects{p_end} 
{synopt :{opth cov:ariance(xtqreg##vartype:vartype)}}specifies the variance-covariance of the random effects{p_end} 
{synopt :{opt noc:onstant}}suppress constant term{p_end}
{synopt :{opt pathr(R_pathname)}}specifies a path name for invoking the R command{p_end}


{syntab :Reporting}
{synopt :{opt l:evel(#)}}set confidence level; default is {cmd:level(95)}{p_end}
{synoptline}

{synoptset 23}{...}
{marker vartype}{...}
{synopthdr :vartype}
{synoptline}
{synopt :{opt ind:ependent}}one variance parameter per random effect, 
all covariances zero; the default unless a factor variable is specified{p_end}
{synopt :{opt ex:changeable}}equal variances for random effects, 
and one common pairwise covariance{p_end}
{synopt :{opt id:entity}}equal variances for random effects, all 
covariances zero; the default for factor variables{p_end}
{synopt :{opt un:structured}}all variances and covariances distinctly 
estimated{p_end}
{synoptline}
{p2colreset}{...}

{p2colreset}{...}
{phang}See {manhelp sqreg_postestimation R:sqreg postestimation} for features
available after estimation.

{title:Description}

{pstd}
{cmd:xtqreg} is used to fit linear quantile mixed models based on the asymmetric Laplace distribution. 
The command {cmd:xtqreg} is a wrapper for the {browse "http://cran.r-project.org/web/packages/lqmm/":lqmm} package developed by Marco Geraci in 
{browse "http://cran.r-project.org/":R}. Therefore {browse "http://cran.r-project.org/":R} needs to be installed together with the package {browse "http://cran.r-project.org/web/packages/lqmm/":lqmm}.

{title:Options for xtqreg}

{dlgtab:Model}

{phang}{cmd:quantiles(}{it:#} [{it:#} [{it:#} {it:...}]]{cmd:)} specifies the quantiles as numbers between 0 and 1; 
numbers larger than 1 are interpreted as percentages. The default value is 0.5, which corresponds to the median. 

{phang}{opt reps(#)} specifies the number of bootstrap replications for estimating 
variance-covariance matrix and standard errors of the regression coefficients.   

{phang}
{opt r:andom} specifies the random effects. The default is the intercept. 

{phang}
{opt m:ethod} specifies the optimization algorithm. 
The optimization algorithm is based on the gradient of the Laplace log-likelihood (gs), the default.
An alternative optimization algorithm is based on a Nelder-Mead algorithm (df).

{phang}
{opt noconstant}; see
{helpb estimation options##noconstant:[R] estimation options}. 

{dlgtab:Reporting}

{phang}{opt level(#)}; see 
{helpb estimation options##level():[R] estimation options}.

{phang}
{opt pathr(R_pathname)} specifies a path name for invoking the R command.
If {cmd:pathr()} is not specified,
then it is set to the value of the {help macro:global macro} {hi:Rterm_path},
if that macro has been specified (See {help rsource:rsource}, {hi:{help rsource##rsource_technote:Technical note}})

{title:Examples}

{pstd}Set the path for Windows{p_end}
{phang2}{stata `"global Rterm_path "C:\Program Files\R\R-3.1.3\bin\i386\Rterm.exe""'}{p_end}

{pstd}Set the path for Mac{p_end}
{phang2}{stata `"global Rterm_path "/usr/bin/r""'}{p_end}
 
{phang2}{stata "use http://www.imm.ki.se/biostatistics/data/wtloss, clear"}{p_end}
{phang2}{stata "reshape long y, i(id) j(month)"}{p_end}
{phang2}{stata "gen inter = month*prog"}{p_end}
{phang2}{stata "xtset id month"}{p_end}

{pstd}Random intercept{p_end}
{phang2}{stata "xtqreg y  prog month  inter"}{p_end}

{pstd}Random intercept and multiple quantiles{p_end}
{phang2}{stata "xtqreg y  prog month  inter, q(25 50 75)"}{p_end}

{pstd}Random intercept and random slope{p_end}
{phang2}{stata "xtqreg y  prog month  inter, random(month)"}{p_end}

{title:References}

{phang2}Geraci M and Bottai M (2007). Quantile regression for longitudinal data using the asymmetric Laplace distribution. Biostatistics 8(1), 140-154.{p_end}

{phang2}Bottai M, Orsini N and Geraci M (2014). A Gradient Search Maximization Algorithm for Laplace Likelihood. Journal of Statistical Computation and Simulation.{p_end}

{phang2}Geraci M and Bottai M (2014). Linear Quantile Mixed Models. Statistics and Computing. May 2014, Volume 24, Issue 3, pp 461-479.{p_end}

{phang2}Geraci M (2014). Linear Quantile Mixed Models: The lqmm Package for Laplace Quantile Regression. Journal of Statistical Software. Vol. 57, Issue 13, May 2014.{p_end}

{title:Also see}

{psee}
Manual:  {bf:[R] qreg}

{psee}
Online:  {manhelp qreg_postestimation R:qreg postestimation};{break}
{manhelp bootstrap R}
{p_end}