[R] panel data quantile regression?

Junyu gotitanic2000 at hotmail.com
Wed Dec 23 13:43:01 CET 2009


Hi All,

About the quantile regression of panel data, what are the difference about
Koenker’ s method of “Quantile Regression for Longitudinal Data” and added a
dummy variable to represent individual effect? For example, if I have a five
year and three country panel data set , I added following dummy variable to
solve the fixed effect problem:

1 0 0
1 0 0
1 0 0
1 0 0
1 0 0
0 1 0
0 1 0
0 1 0
0 1 0
0 1 0
0 0 1
0 0 1
0 0 1
0 0 1
0 0 1

do some one know the difference?thank you!

bests

Jun-yu

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