Dear R users,
I am trying to estimate a panel data model using rqpd(). I also estimated
the same model using rq() and dummy variables for the groups. The
coefficient estimates differ substantially between the two approaches
(rqpd() produces substantially larger coefficients).
Should the two approaches deliver similar estimates (as for plm() and lm()
plus dummies)? I.e. does this indicate a misspecification in one of the
models?
Best regards,
sseemann
--
View this message in context:
http://r.789695.n4.nabble.com/Comparing-rqpd-and-rq-tp4643479.html
Sent from the R help mailing list archive at Nabble.com.
