[R] trouble getting table of coeffs with quantreg with fixed effects

Steve McDonald steve_mcdonald at ncsu.edu
Tue Jul 20 03:37:49 CEST 2010


I'm a new user, so my apologies for what is likely a dumb question...

I am having a hard time getting a table of regression results when using Koenker's code for quantile regression with fixed effects (http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R). I use the example data parameters that Koenker provides (see below).

m <- 3
n <- 10
s <- rep(1:n,rep(m,n))
x <- exp(rnorm(n*m))
X <- cbind(1,x)
u <- x*rnorm(m*n) + (1-x)*rf(m*n,3,3)
a <- rep(rnorm(n),rep(m,n))
y <- a + u
fit <- rq.fit.panel(X,y,s)

When I use "summary(fit)", I get the following output...
     Length Class  Mode   
coef 16     -none- numeric
ierr  1     -none- numeric
it    1     -none- numeric
time  1     -none- numeric

When I use "list(fit)", I can't tell which coefficients correspond to which parameters...
[[1]]$coef
 [1]  7.701321 -2.608782  7.664906 -1.866059  7.894542
 [6] -1.878973 -6.117778 -1.570840 -5.380230 -5.815231
[11] -7.191127 -5.671467 -1.712052 -5.055224 -5.623140
[16] -5.617846

Is there a way to get a table of results or a way of discerning what these coeffs refer to? Thanks in advance.

Steve

--
Steve McDonald
Assistant Professor of Sociology
North Carolina State University
Phone: 919-515-9028
Office: 343 in 1911 bldg
http://www4.ncsu.edu/~sjmcdona/



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