This is a little esoteric for R-help. As the posting guide says, you
should
write the package maintainer with this sort of question. Without the
data
it is difficult to judge what is happening, a couple of possibilities
are:
o all is well and warning just conveys an exaggerated sense of
skepticism about one or more of the Cholesky steps,
o or, if the coefs really look like nonsense, you have a near
singularity
in the design, if so you can try to look in more detail at the
dense
form of design and try to see what the problem is, provided of
course that it is small enough to look at with the usual tools, svd,
etc.
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 Sep 30, 2008, at 12:53 PM, dimitris kapetanakis wrote:
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
While this code run perfectly, it does not work for my data
providing a
warning message:
In rq.fit.sfn(D, y, rhs = a) : tiny diagonals replaced with Inf when
calling
blkfct
So I am wondering if I am doing something wrong or if it is data's
problem
(which runs perfectly at least for fixed and random effects as well
as for
quantile regression adding dummies of states and years just like fixed
effects).
Any help would be highly appreciate
Thanks
Dimitris
######################################
The code that I use before using the link is:
data$lex2<-data$lex^2
data$lex3<-data$lex^3
data$constant<-rep(1,times=length(data$lex))
X<-cbind(data$lex, data$lex2, data$lex3, data$constant)
y<-c(data$ban)
s<-c(data$state)
--
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