rqpd.object: Panel Data Quantile Regression Object
In rqpd: Regression Quantiles for Panel Data

These are objects of class "rqpd". They represent the fit of a panel data quantile function model.

The coefficients and residuals may be extracted by the generic functions of the same name, rather than by the $ operator.

This class of objects is returned from the rqpd function to represent a fitted panel data quantile regression model.

The "rqpd" class of objects has methods for the following generic functions: coef , print , print.summary , summary.

The following components must be included in a legitimate rqpd object.

coefficients: The coefficients of the quantile regression fit. The names of the coefficients are the names of the single-degree-of-freedom effects (the columns of the model matrix) augmented by the quantile index, tau.
residuals: the residuals from the fit.
contrasts: a list containing sufficient information to construct the contrasts used to fit any factors occurring in the model. The list contains entries that are either matrices or character vectors. When a factor is coded by contrasts, the corresponding contrast matrix is stored in this list. Factors that appear only as dummy variables and variables in the model that are matrices correspond to character vectors in the list. The character vector has the level names for a factor or the column labels for a matrix.
X: The model matrix in csr format.
Z: Either an incidence matrix with fixed-effects indicators, or CRE variables. Stored in csr format.
y: The response vector.
taus: The vector of quantile indices.
panel: The list with model configurations.
control: Control argument for the fitting routines (see 'sfn.control')
ids: Vector of ids defining the panel structure.
formula: The formula object given to rqpd.
call: The rqpd call.
ierr: Error code reported by rq.fit.sfn.
it: Number of iterations used by the solver rq.fit.sfn.