Quantile Regresssion on Panel data

[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.

[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.

[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.

[Ashish Garg]

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]

It's a pooled. There is no account taken of the time or cross-section of a given observation.

[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.