search for: rqpd

Hello R community members, I'm trying to install the 'rqpd' package which is developed by Roger Koenker and Stefan Bache. When I try to install the package using the command 'install.packages("rqpd",repos="http://R-Forge.R-project.org")' I'm getting the following two messages: i) package ?rqpd? is available as a sour...

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)?...

Dear all, I'm trying to run a Wald Test for the Penalized Fixed Effects using the rqpd package. Actually, I'd like to test if the coefficients associated to the same variable are statistically different among the quantiles. The usual wald.test, waldtest or anova.rq don't work for rqpd. I would appreciate any help. Thank you. Regards, Fernando Parmagnani, M.A., Economics U...