各位大神,我在用rqpd包计算面板分位数,固定效应模型设定中,s 变量难道我了,下面是help文件中的部分: 请各位大神对s 变量的选取给以指导
rqpd(formula, panel = panel(), data =parent.frame(),
na.action, subset, contrasts = NULL, control = NULL, ...)
formula
A method-specific formula for the model employing the conventions of theFormula package, which has the additional operator "|". "rqpd"-formulas are specified as:
FE:
y ~ x1 + x2 + ... | s
CRE:
y ~ x1 + x2 + ... | s | z1 + z2 + ...
The portion of the formulas before the (first) vertical bar is specified like the conventional lm or rq function formulas.
The factor variable s specifies the structure of the panel, and in the FE model it represents the "fixed effects". This is typically an id column.
The last part of the CRE formula is a specification of the variables in the CRE component. These are possibly endogenous variables (in the sense that they are affected by the fixed effects) and must be time-varying. Note that there are two vertical bars.