Dear R user, 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 I use plm package to estimate OLS estimators. Then I ploted the figure with Quantile estimators and OLS estimators But the line of Quantile estimators was not cross the line of OLS estimators. I don't know why. OLS estimator is 0.00108194 Quantile estimators with 9 quantiles(0.1 to 0.9) as follow: 0.0002071648 , 0.0002071899 , 0.0002149157 , 0.0002242560 , 0.0002254730 0.0002404203 0.000232909 0.0002511185 0.0003015694 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-tp23363232p23363232.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.
