1
我使用R中的quantreg
包來計算分位數迴歸模型。在模型中,因變量(Y)爲NAS_DELAY
,自變量(Xs)爲SEANSON1TO4
,SEANSON2TO4
,SEANSON3TO4
。
該模型是:分位數迴歸+虛擬變量
NAS_DELAY=aSEANSON1TO4+bSEANSON2TO4+cSEANSON3TO4+d
的SEANSON1TO4
,SEANSON2TO4
,SEANSON3TO4
是虛擬變量,0或1。我用R計算截距和其它迴歸係數,但結果表明,
「在rq.fit.br(x,y,tau = tau,...)中的誤差奇異設計矩陣;另外:警告消息1:在summary.rq(xi,....)中:278951 non-positivr FIS」。
我不明白爲什麼。
"fit2<-summary(rq(NAS_DELAY ~SEASON1TO4+SEASON2TO4+SEASON3TO4,tau=c(0.1,0.2,0.3,0.4,0.5),data=fddata))
Error in base::backsolve(r, x, k = k, upper.tri = upper.tri, transpose = transpose, : singular matrix in 'backsolve'. First zero in diagonal [1]"
In addition: Warning messages:
1: In rq.fit.br(x, y, tau = tau, ...) : Solution may be nonunique
2: In rq.fit.br(x, y, tau = tau, ...) : Solution may be nonunique
3: In rq.fit.br(x, y, tau = tau, ...) : Solution may be nonunique
4: In rq.fit.br(x, y, tau = tau, ...) : Solution may be nonunique
5: In rq.fit.br(x, y, tau = tau, ...) : Solution may be nonunique
6: In summary.rq(xi, ...) : 188771 non-positive fis
我在做什麼錯?