CODEWITHSUNDEEP
rpackageregressionquantilequantreg
Alberto
Alberto

Reputation: 91

Error in summary quantreg backsolve

When I run a quantile regression in R, using the quantreg package, and then I run summary(quantregObject), I get this error message:

Error in base::backsolve(r, x, k = k, upper.tri = upper.tri, transpose = transpose, : singular matrix in 'backsolve'. First zero in diagonal [1]

Any suggestion how could I fix this problem?

Upvotes: 9

Views: 4757

Answers (1)

user2088669
user2088669

Reputation: 143

In short, try:

summary(quantregObject, se = "iid")

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")

If you call summary on a an object returned by quantreg:rq 

summary(quantregObject)

This will call summary.rq.

From ?summary.rq.

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.

Upvotes: 13

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