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st: Quantile regression for panel data
for my thesis, I would like to estimate the returns to education for immigrants
and natives at different points in the earnings distribution. I have a large
panel data set with 85000 observations. I want to make use of quantile
regression techniques; however, I am not sure if this works with longitudinal data.
Is anyone of you aware of panel data features for quantile regression? Or is
there anything like the cluster-option for quantile regression in order to take
account of the dependence among individuals?
I am very grateful for any comments. Thanks a lot!
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