问题描述
当我使用quantreg包在R中运行分位数回归，然后运行summary(quantregObject)时，出现以下错误消息:
When I run a quantile regression in R, using the quantreg package, and then I run summary(quantregObject), I get this error message:
任何建议我该如何解决此问题?
Any suggestion how could I fix this problem?
推荐答案
简而言之，尝试:
summary(quantregObject, se = "iid")
这对您的残差有很强的假设.或者，如果您需要准确性，请使用引导带来获取标准错误:
which puts a strong assumption on your residuals. Or if you need accuracy use a boot strap to get the standard errors:
summary(quantregObject, se = "boot")
如果对由quantreg:rq返回的对象调用摘要
If you call summary on a an object returned by quantreg:rq
summary(quantregObject)
这将称为summary.rq.
来自?summary.rq.
您可以看到有4个选项可以计算标准误差(se).取决于样本大小(N ＜1000)，默认值为se = "rank"或se = "nid"."nid"的操作听起来很复杂，然后可能会产生backsolve无法处理的对角矩阵.
You can see that there are 4 options to compute the standard errors (se).Depending on the sample size (N < 1000) the default is se = "rank" or se = "nid"."nid" does something which sounds complicated and may then yield a diagonal matrix which backsolve cannot handle.
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