In the rqpd package manual it is demonstrated how to fit a fixed effects model on a repeated measures data structure, but I am stuck with regard to fitting it with a repeated measures nested structure, i.e. not only repeated measures, but nested and repeated, e.g. children nested in classes repeated over time.
I’m currently using
plm() from the plm package to estimate a repeated measures fixed effects model with a nested structure cf. SO question and answer here (a nice reproducible nested data example is also available that that question).
Can anyone help me figuring out if rqpd, or some other package, can fit a panel data quantile regression fixed effects model on a nested structure?