[R] Quantile Regression for Longitudinal Data. Warning message: In rq.fit.sfn

roger koenker rkoenker at uiuc.edu
Wed Oct 1 00:53:30 CEST 2008

This is a little esoteric for R-help.  As the posting guide says, you  
write the package maintainer with this sort of question.  Without the  
it is difficult to judge what is happening, a couple of possibilities  

	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  
		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,  

url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            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)
> -- 
> View this message in context: http://www.nabble.com/Quantile-Regression-for-Longitudinal-Data.-Warning-message%3A-In-rq.fit.sfn-tp19747218p19747218.html
> Sent from the R help mailing list archive at Nabble.com.
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