panel: Model configurations for panel methods in rqpd
In rqpd: Regression Quantiles for Panel Data

This function creates a configuration list for use with rqpd. For unspecified options defaults will be used.

1 2	panel(method="pfe", taus=1:3/4, tauw=c(.25,.5,.25), lambda=1, cre="m", ztol=1e-5)

`method`	Either "pfe" for the penalized fixed-effects model by Koenker (2004) or "cre" for a correlated-random-effects model, see Abrevaya and Dahl (2008) and Bache et al. (2011).
`taus`	Used when `method="pfe"`. A K-vector of tau's lying in (0,1). For the pfe model, the coefficients of the covariate effects before the bar are allowed to vary with these tau's, whereas the fixed effect coefficients on the model specification after the bar are assumed to be independent of tau. For a CRE specification all coefficients vary with these taus.
`tauw`	Used when `method="pfe"`. Weights for each component of the objective function which determine the impact for each tau used for estimation.
`lambda`	The (non-negative) penalty parameter used in the `pfe` method to shrink fixed-effects toward zero.
`cre`	Used if `method="cre"` with value "m" og "ad". If a CRE model is specified, this determines the type of CRE variables included in the model. When "m" is used (default), then time-means of the relevant variables are included, and when "ad" is used then the specification by Abrevaya and Dahl (2008) is used. This latter option requires a balanced panel.
`ztol`	Used when `method="pfe"`. A parameter controlling the tolerance determining how close estimated coefficients need to be to zero to be considered zero.