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### 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.