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

[dimitris kapetanakis]

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.