[R] Quantile Regression for Longitudinal Data:error message

roger koenker rkoenker at uiuc.edu
Fri Oct 31 19:35:10 CET 2008

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


you will see that the error is occurring in rq.fit.slm and when you do


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

   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  
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    rkoenker at uiuc.edu            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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> and provide commented, minimal, self-contained, reproducible code.

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