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R package rqpd: Regression Quantiles for Panel Data

With rqpd you can fit fixed-effects [1] and correlated-random-effects quantile regression models [2,3] and do (bootstrap) inference.

You can install the package by typing 'install.packages("rqpd", repos="http://R-Forge.R-project.org")' in R.

The project summary page you can find here.

References:

  1. Koenker, Roger. 2004. Quantile regression for longitudinal data. Journal of Multivariate Analysis. 91-1. p. 74--89.
  2. Abrevaya, Jason and Christian M. Dahl. 2008. The effects of birth inputs on birthweight. Journal of Business and Economic Statistics. 26-4. p. 379--397.
  3. Bache, Stefan Holst; Christian M. Dahl and Johannes Tang Kristensen. 2011. Headlights on tobacco road to low birthweight outcomes -- Evidence from a batery of quantile regression estimators and a heterogenous panel. Working paper.
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