[R] Question of "Quantile Regression for Longitudinal Data"
Helen Chen
96258011 at nccu.edu.tw
Mon May 4 07:55:41 CEST 2009
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.
More information about the R-help
mailing list