Quantile Regresssion on Panel data

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Ashish Garg
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 Glenn
EViews Developer
Posts: 2611
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.

Ashish Garg
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.

Ashish Garg
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 Glenn
EViews Developer
Posts: 2611
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 cross-section of a given observation.

olayenidynare
Posts: 6
Joined: Tue Mar 18, 2014 10:48 am

Re: Quantile Regresssion on Panel data

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.