R help - Nov 2008 - Quantile Regression fixed effects model

Dear R users,

I am trying to estimate a fixed effect quantile regression for different
quantiles. As Dr. Koenker mention on his article (2004) the model should be
estimated simultaneously so it is going to have the same fixed effects for
all quantiles. The problem is that when I am using the following code R
estimates the model for each quantile separately so for every quantile there
is different fixed effects estimation. Can you help me to estimate the
quantile fixed effects simultaneously for different quantiles?

for(i in 1:7){
assign(qr.y.[i], rq(y~factor(year)+factor(state)+x+I(x^2)+I(x^3),
tau=quant[i], data=file))
}

Thank you in advance 

Dimitris
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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



On Nov 14, 2008, at 1:20 PM, dimitris kapetanakis wrote:
>
> Dear R users,
>
> I am trying to estimate a fixed effect quantile regression for  
> different
> quantiles. As Dr. Koenker mention on his article (2004) the model  
> should be
> estimated simultaneously so it is going to have the same fixed  
> effects for
> all quantiles. The problem is that when I am using the following  
> code R
> estimates the model for each quantile separately so for every  
> quantile there
> is different fixed effects estimation. Can you help me to estimate the
> quantile fixed effects simultaneously for different quantiles?
>
> for(i in 1:7){
> assign(qr.y.[i], rq(y~factor(year)+factor(state)+x+I(x^2)+I(x^3),
> tau=quant[i], data=file))
> }
>
> Thank you in advance
>
> Dimitris
> -- 
> View this message in context:
http://www.nabble.com/Quantile-Regression-fixed-effects-model-tp20506811p20506811.html
> Sent from the R help mailing list archive at Nabble.com.
>
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