我如何使用观星者创建分位数回归表?

问题描述 投票:1回答:1

我使用quantreg包计算了以下分位数回归

    qr_10 = rq(inno_DELTA ~ deDomains + R_and_D_pc + Pop_dens + Agr_GDP + Manufacturing_GDP + Service_GDP + Infr_Area_Percent + Res_pc + Debt_GDP + GOV_EXP_GDP + firms_total + factor(landkreis) + factor(jahr), tau = 0.10, data = df_ip_c)
    qr_25 = rq(inno_DELTA ~ deDomains + R_and_D_pc + Pop_dens + Agr_GDP + Manufacturing_GDP + Service_GDP + Infr_Area_Percent + Res_pc + Debt_GDP + GOV_EXP_GDP + firms_total + factor(landkreis) + factor(jahr), tau = 0.25, data = df_ip_c)
    qr_50 = rq(inno_DELTA ~ deDomains + R_and_D_pc + Pop_dens + Agr_GDP + Manufacturing_GDP + Service_GDP + Infr_Area_Percent + Res_pc + Debt_GDP + GOV_EXP_GDP + firms_total + factor(landkreis) + factor(jahr), tau = 0.5, data = df_ip_c)
    qr_75 = rq(inno_DELTA ~ deDomains + R_and_D_pc + Pop_dens + Agr_GDP + Manufacturing_GDP + Service_GDP + Infr_Area_Percent + Res_pc + Debt_GDP + GOV_EXP_GDP + firms_total + factor(landkreis) + factor(jahr), tau = 0.75, data = df_ip_c)
    qr_95 = rq(inno_DELTA ~ deDomains + R_and_D_pc + Pop_dens + Agr_GDP + Manufacturing_GDP + Service_GDP + Infr_Area_Percent + Res_pc + Debt_GDP + GOV_EXP_GDP + firms_total + factor(landkreis) + factor(jahr), tau = 0.95, data = df_ip_c)

我正在尝试使用stargazer显示这些回归。我尝试运行的代码如下:

stargazer(qr_10,qr_25,qr_50,qr_75,qr_95, rq.se = "iid", type = "text", title="Regression Results" ,initial.zero = F,single.row=TRUE, out="table_quantile_regression.html")

但是,我收到以下错误消息

Error in base::backsolve(r, x, k = k, upper.tri = upper.tri, transpose = transpose,  : 
  singular matrix in 'backsolve'. First zero in diagonal [421]

我假设此错误消息与rq.se中的标准错误函数stargazer有关,例如summary(qr_10, se = "iid")正常工作。

有人对此问题有解决方案吗?谢谢。

r stargazer quantreg quantile-regression
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