[R] Quantile Regression fixed effects model

Thuy T. Nguyen thuythu.nguyen at graduateinstitute.ch
Mon May 11 22:13:31 CEST 2009

 Dear R-users,
I am applying professor Koenker's code for fixed effect quantile regression.
However, I need to bootstrap and cluster the standard errors in my fitted
Assuming that I need to bootstrap then cluster the standard errors by s (the
strata indicator in Prof. Koenker's code), what do I have to do? 
I tried to bootstrap and cluster using the bootcov command in Design package
without any success. 
If you have used fixed effect quantile regression and were able to bootstrap
and cluster, please let me know how the process should be done! 
With much appreciation,

Thuy T. Nguyen

see: http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R

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

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