[R] Quantile Regression fixed effects model

[dimitris kapetanakis]

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
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