Sorry can this message please be removed from the list, I meant to send it just to Allin. -----Original Message----- From: Ashley Dunstan Sent: Wednesday, 4 July 2012 12:38 p.m. To: 'Gretl list' Subject: RE: [Gretl-users] Data error with quantreg Hi Allin, Thanks for the offer. I've pasted my code below and attached a zip file containing the dataset. Let me know if the zip file doesn't make it due to size. With this dataset I get a data error, although the code will run if you remove the variable free or change tau to something like 0.500000001. And it should run with ols. Let me know if you need more detail. Thanks, Ash CODE # read in data open c:\matlab_data\REINZ\gretltestNew.csv # restrict sales to lifestyle smpl PropertyClass = 2 --restrict --replace # create variables for regression discrete ReturnPeriod list time = dummify(ReturnPeriod) list region=dummify(RuralDistrictNa) list sector=dummify(RuralType) genr bare = (Bareland=2) genr FreeholdStatus=misszero(FreeholdStatus) genr free = (FreeholdStatus==2) genr sqrtLandArea = LandArea^0.5 logs SalePrice # remove missing values smpl --no-missing l_SalePrice LandArea # run lad regression for all non-lifestyle farms quantreg 0.5 l_SalePrice 0 LandArea sqrtLandArea region sector bare free time # construct price index based on coefficients on time dummies k=$ncoeff index= exp($coeff[27:k]) -----Original Message----- From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] On Behalf Of Allin Cottrell Sent: Monday, 2 July 2012 8:29 p.m. To: Gretl list Subject: Re: [Gretl-users] Data error with quantreg On Mon, 2 Jul 2012, Ashley Dunstan wrote: if you can send me your dataset and model specification(s) offlist I'll look into the problem. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users ****************************************************************************** "This message (and any files transmitted with it) are confidential and may be legally privileged. If you are not the intended recipient please notify the sender immediately and delete this message from your system. This message does not necessarily reflect the views of the Reserve Bank of New Zealand. If the recipient has any concerns about the content of this message they should seek alternative confirmation from the Reserve Bank of New Zealand." ******************************************************************************