[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

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