Test examples:
m <- 3
n <- 10
s <- rep(1:n,rep(m,n))
x <- exp(rnorm(n*m))
X <- cbind(1,x)
u <- x*rnorm(m*n) + (1-x)*rf(m*n,3,3)
a <- rep(rnorm(n),rep(m,n))
y <- a + u
fit <- rq.fit.panel(X,y,s)
%%%
X is independent variables(including Constant): the matrix X is assumed to contain an intercept
y is the dependent variable.
m is the number quantiles being estimated
p is the number of colums of X
n is the number of distinct values of s.
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