Quantile Regresssion on Panel data
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 Posts: 3
 Joined: Mon Mar 09, 2015 11:20 pm
Quantile Regresssion on Panel data
I am not familiar with high level mathematics, i want to apply quantile regression on stacked panel data. option is available in eviews 8. i have applied the same on my data and calculated the results i have not sure results are valid or not as such no literature is available on quantile regression on panel data. please help me.

 EViews Developer
 Posts: 2598
 Joined: Wed Oct 15, 2008 9:17 am
Re: Quantile Regresssion on Panel data
The quantile regrssion in a panel structured workfile is simply pooled estimation. It takes no account of the panel structure of your data.

 Posts: 3
 Joined: Mon Mar 09, 2015 11:20 pm
Re: Quantile Regresssion on Panel data
Dear Sir
thanks for your answer. does it mean that it is not considering time factor and it is normal cross sectional regression. if is a cross sectional regression then can the result which i am calculating is valid.
thanks for your answer. does it mean that it is not considering time factor and it is normal cross sectional regression. if is a cross sectional regression then can the result which i am calculating is valid.

 Posts: 3
 Joined: Mon Mar 09, 2015 11:20 pm
Re: Quantile Regresssion on Panel data
EViews Glenn wrote:The quantile regrssion in a panel structured workfile is simply pooled estimation. It takes no account of the panel structure of your data.
Thanks for your answer. does it mean that it is not considering time factor and it is normal cross sectional regression. if is a cross sectional regression then can the result which i am calculating is valid.

 EViews Developer
 Posts: 2598
 Joined: Wed Oct 15, 2008 9:17 am
Re: Quantile Regresssion on Panel data
It's a pooled. There is no account taken of the time or crosssection of a given observation.

 Posts: 6
 Joined: Tue Mar 18, 2014 10:48 am
Re: Quantile Regresssion on Panel data
Good afternoon
Suppose I write the following code:
or
won't that be equivalent to panel with fixed effect?
I'm just curious about it.
Suppose I write the following code:
Code: Select all
equation qpanel.qreg y x @expand(var01)
or
Code: Select all
equation qpanel.qreg y x c @expand(var01,@dropfirst)
won't that be equivalent to panel with fixed effect?
I'm just curious about it.
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