There is no generally agreed upon notion of random effects for quantile
regression applications. Insofar as one is willing to accept the
idea that
random effects are just "shrunken fixed effects" one can consider
similar
schemes in the QR context; one such is described in
?Quantile Regression for Longitudinal Data,? J. of Multivariate
Analysis,
(2004), 91, 74-89.
But there are many open questions, so this is not for the faint hearted
and there is certainly no "official" code.
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 Feb 5, 2008, at 9:40 PM, Beth Strain wrote:
>
> Dear R,
> I have a question concerning quantile regression models.
>
> I am using the quantile regression model to test the relationship
> between
> abalone and the percentage cover of algae etc at different sites and
> depths.
>
> An example is
> fit<-rq(abalone~%coversessileinvertebrates+factor(Depth)
> +factor(Site),tau=0.7)
>
> In this model depth is fixed and site is random. My question is, is it
> possible specify the fixed and random effects in this model. If so
> could
> someone please give me an example of how to write the code.
>
> I can;t seem to find any information in the R help.
> Thanks in advance
> Beth Strain
>
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