Re: [R] Quantile Regression fixed effects model

From: roger koenker <rkoenker_at_uiuc.edu>
Date: Fri, 14 Nov 2008 13:53:32 -0600

see: http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R

url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker_at_uiuc.edu            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
> --
> View this message in context: http://www.nabble.com/Quantile-Regression-fixed-effects-model-tp20506811p20506811.html
> Sent from the R help mailing list archive at Nabble.com.
>
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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. Received on Fri 14 Nov 2008 - 19:54:09 GMT

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