摘要regreg backsolve中的错误 [英] Error in summary quantreg backsolve

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:

base :: backsolve(r，x，k = k，upper.tri = upper.tri，transpose = transpose，:'backsolve'中的奇异矩阵错误.对角线中第一个零[1]

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

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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