面板数据分位数回归要安装rqpb包,代码如下:
install.packages("rqpd", repos="http://R-Forge.R-project.org")
> library(SparseM)
> library(Matrix)
> library(MatrixModels)
> library(Formula)
> library(quantreg)
> library(rqpd)
> library(plm)
> library(foreign)
paneldata<-read.table("clipboard",header=T)
fe.form <- DSVICONTRY~ABTEMP | date
fe.fit <- rqpd(DSVICONTRY~ABTEMP | date,panel(method="pfe",taus=c(0.2,0.4,0.6,0.8,1),tauw=rep(1/5,5)), data=paneldata )
summary(fe.fit)
Length Class Mode
coefficients 177 -none- numeric
residuals 12657 -none- numeric
coef 177 -none- numeric
X 1 matrix.csr S4
Z 1 matrix.csr S4
y 2498 -none- numeric
ids 2498 -none- character
panel 6 -none- list
control 7 -none- list
formula 3 formula call
call 4 -none- call
rank 1 -none- numeric
为何结果不正确?请大家指教,谢谢!