Dear R users, I am trying to estimate a panel data model using rqpd(). I also estimated the same model using rq() and dummy variables for the groups. The coefficient estimates differ substantially between the two approaches (rqpd() produces substantially larger coefficients). Should the two approaches deliver similar estimates (as for plm() and lm() plus dummies)? I.e. does this indicate a misspecification in one of the models?
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