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 -- View this message in context: http://n4.nabble.com/panel-data-quantile-regression-tp977744p977744.html Sent from the R help mailing list archive at Nabble.com.