[R] Question of "Quantile Regression for Longitudinal Data".
rkoenker at uiuc.edu
Mon Oct 27 13:46:44 CET 2008
This is really NOT an R-help question. You just need to read the code
and everything will be revealed there. This isn't like the Pisan
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 Oct 26, 2008, at 8:59 PM, Helen Chen wrote:
> I am trying to estimate a quantile regression using panel data. I am
> 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:
> This code run perfectly. Then I want to know what the result means.The
> result show $ierr,$it,and $time. What these estimators means in
> panel data?
> And does $coef ,the coefficient estimators order by m*p + n elements?
> Here comes my questions What do these estimators' mean in quantile
> data? And does the coefficient, $coef, estimators order by m*p + n
> I really would appreciate some suggestions.
> Helen Chen
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> and provide commented, minimal, self-contained, reproducible code.
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