Page 1 of 1
Quantile Regresssion on Panel data
Posted: Mon Mar 09, 2015 11:33 pm
by Ashish Garg
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.
Re: Quantile Regresssion on Panel data
Posted: Tue Mar 10, 2015 7:26 am
by EViews Glenn
The quantile regrssion in a panel structured workfile is simply pooled estimation. It takes no account of the panel structure of your data.
Re: Quantile Regresssion on Panel data
Posted: Tue Mar 10, 2015 10:28 pm
by Ashish Garg
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.
Re: Quantile Regresssion on Panel data
Posted: Wed Mar 18, 2015 5:19 am
by Ashish Garg
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.
Re: Quantile Regresssion on Panel data
Posted: Wed Mar 18, 2015 3:39 pm
by EViews Glenn
It's a pooled. There is no account taken of the time or cross-section of a given observation.
Re: Quantile Regresssion on Panel data
Posted: Wed May 02, 2018 4:38 am
by olayenidynare
Good afternoon
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.