Hi, I am trying to estimate a quantile regression using panel data. I am trying to use the model that is described in Dr. Koenker's article. So I use the code the that is posted in the following link:
http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R This code run perfectly. Then I want to know what the result means.The result show $ierr,$it,and $time. What these estimators means in quantile panel data? And does $coef ,the coefficient estimators order by m*p + n elements? Here comes my questions What do these estimators' mean in quantile panel data? And does the coefficient, $coef, estimators order by m*p + n elements? Thanks I really would appreciate some suggestions. Best Helen Chen -- View this message in context: http://www.nabble.com/Question-of-%22Quantile-Regression-for-Longitudinal-Data%22.-tp20180665p20180665.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.