做面板分位数回归为什么两种软件作出的结果不一样
stata面板分位数回归：
encode x3, gen(x4)
set seed 1996
bsqreg y x1 x2 x5 x6 x7 i.x4, reps(1000) q(.1)

或者

ssc install qregpd
ssc install amcmc
ssc install moremata
findit qregpd
encode x3, gen(x4)
set seed 1996
qregpd y x1 x2 x5 x6 x7,q(.1) id(x4) fix(year) optimize(mcmc) noisy draws(1000) burn(100) arate(.5)


R语言面板分位数
setwd("C:/data")
haze<-read.table("haze.dat",header=TRUE)
install.packages("rqpd", repos="http://R-Forge.R-project.org")
library(rqpd)
y.form<-y~x1+x2+x5+x6+x7|x3
y<-rqpd(y.form,panel(lambda=0.5,taus= c(0.1, 0.25, 0.5, 0.75, 0.9), tauw=rep(1/5, 5)),data=haze,control=list(tmpmax=1000))
a<-summary(y)
a