If you are going to insist on doing such things you will have to learn
to read the documentation. In this case if you do a
traceback()
you will see that the error is occurring in rq.fit.slm and when you do
?rq.fit.slm
you will see that there are several storage sizes that can be adjusted:
nsubmax: upper bound of the dimension of lindx in Cholesky
factorization; computed automatically inside the routine if
missing.
tmpmax: upper bound of the working array in Cholesky factorization;
computed automatically inside the routine if missing.
nnzlmax: upper bound of the non-zero entries in the Cholesky factor L;
computed automatically inside the routine if missing.
cachsz: size of the cache on the machine; default to 64.
Since you don't give, as stipulated by the posting guide, a
reproducible
example, one can only speculate about what you are trying to do, but
it appears that you are trying to simultaneously estimate 99 quantiles
with a sample size of length(w) = 99 observations and this is Unsound.
I would also like to repeat my earlier comment that this is NOT a
proper R help
question since it refers not to something that is in base R, nor even
something in a package, but to code that I happen to have posted to
complement a paper that was published several years ago.
url: www.econ.uiuc.edu/~roger Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Champaign, IL 61820
On Oct 31, 2008, at 11:32 AM, Helen Chen wrote:
Quantile Regression for Longitudinal Data.
Hi,
I am trying to estimate a quantile regression using panel data. I am
trying
to use the model that is described in Dr. Koenker's article. So I
use the
code the that is posted in the following link:
http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R
I am trying to change the number quantiles being estimated.
I change the codes about w and taus ,as following
w=c(.01,.02,.03,.04,.05,.06,.07,.08,.09,.1,.11,.12,.13,.14,.15,.16,.17
,.18,.19,.2,.21,.22,.23,.24,.25,.26,.27,.28,.29,.3,.31,.32,.33,.34,.35
,.36,.37,.38,.39,.4,.41,.42,.43,.44,.45,.46,.47,.48,.49,.5,.49,.48,.47
,.46,.45,.44,.43,.42,.41,.4,.39,.38,.37,.36,.35,.34,.33,.32,.31,.3,.29
,.
28,.27,.26,.25,.24,.23,.22,.21,.2,.19,.18,.17,.16,.15,.14,.13,.12,.11
,.1,.09,.08,.07,.06,.05,.04,.03,.02,.01)
,taus=(1:99)/100,lambda = 1
But I get error message: .local(x, pivot, ...) : Increase tmpmax
So I am wondering if I am doing something wrong or I mistake w's
meaning.
Thanks
I really would appreciate some suggestions.
Best
Helen Chen
--
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