
Dear all,

I am doing a simulation for my model that works when I use only the rq() command. However, since I need to use the varcov matrix for my Wald test, I need to compute summary(rq(), cov=TRUE). But the simulation does not work because of the error: tau + h > 1:  error in summary.rq

I tried to use: 

if (tau + h > 1) 
  stop("tau + h > 1:  error in summary.rq")

But the Hall-Sheather bandwidth is very high because I also vary the number of observations from 40 to 300.

Is there anyone that could help me?

Thanks in advance!

All the best,

Julia



 
 		 	   		  
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