Dear R-users,
I am applying professor Koenker's code for fixed effect quantile regression.
However, I need to bootstrap and cluster the standard errors in my fitted
model.
Assuming that I need to bootstrap then cluster the standard errors by s (the
strata indicator in Prof. Koenker's code), what
see: http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Champaign,
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 foll
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