Dear R users, I am trying to estimate a median regression with fixed effects. I have an unbalanced panel data set with 5,000 individuals and 10 years, resulting in a total of 20,000 observations.
When I try to add individual (firmid) fixed effects to the quantile regression using the following command: result<-rq(y~x+factor(firmid),tau=0.5) I get the following error message: "Error: cannot allocate vector of size 536.9 Mb" I assume this has to do with the large number of fixed effects (because it worked when I only used year fixed effects). I have already set the memory to the (I believe) maximum limit using memory.limit(4000) What can I do to implement this regression in R? Many thanks in advance, Claudia Please access the attached hyperlink for an important electronic communications disclaimer: http://lse.ac.uk/emailDisclaimer ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
