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. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
