Re: [Gretl-users] Data error with quantreg

I want to estimate a lad regression on a large dataset with around 35,000 observations. The lad command crashes due to the large size of the dataset, however I have found the quantreg seems to use a different algorithm and looks more promising. It works most of the time (matches results from Matlab and does it very quickly). However, I have found it to be quite unstable and in some specifications it will give me a 'data error'. Unfortunately I can't work out how to dig into the source of the error. [...]