I've been trying to run a quantile regression for panel data in R, using the 'rqpd' package and it works normally for PFE method (fixed effects). However, when I run the CRE method, it fails. Below are the codes I am using and the messages the program returns. Could someone give me a help, please?
> cre.form <- lnemp ~ lngt + lneduc + lndesp + lngdp | ID | lngt + lneduc + lndesp + lngdp
> crem.fit <- rqpd(cre.form, panel("cre"), data=Panel12)
Error messages:
Error in switch(ierr, "insufficient storage (work space) when calling extract\n", :
EXPR must be a length 1 vector
In addition: Warning messages:
1: In .local(x, ...) : singularity problem
2: In .local(x, ...) : singularity problem
3: In .local(x, ...) : singularity problem
4: In .local(x, ...) : singularity problem
5: In (fit$ierr != 0) && (fit$it < 5) :
'length(x) = 3 > 1' in coercion to 'logical(1)'
6: In (fit$ierr != 0) && (fit$it < 5) :
'length(x) = 3 > 1' in coercion to 'logical(1)'
How could I fix these errors?