see: http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R
url: www.econ.uiuc.edu/~roger Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Champaign, IL 61820
On Nov 14, 2008, at 1:20 PM, dimitris kapetanakis wrote:
Dear R users,
I am trying to estimate a fixed effect quantile regression for
different
quantiles. As Dr. Koenker mention on his article (2004) the model
should be
estimated simultaneously so it is going to have the same fixed
effects for
all quantiles. The problem is that when I am using the following
code R
estimates the model for each quantile separately so for every
quantile there
is different fixed effects estimation. Can you help me to estimate the
quantile fixed effects simultaneously for different quantiles?
for(i in 1:7){
assign(qr.y.[i], rq(y~factor(year)+factor(state)+x+I(x^2)+I(x^3),
tau=quant[i], data=file))
}
Thank you in advance
Dimitris
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