Quantile regression-ValueError: operands could not be broadcast together with shapes ...

[Maryam Sami]

Hi,

I am trying to fit a quantile regression model to a number of  independent variables. Let's say that one of the independent variables that I definitely want to include is 'x'.  The problem is I can fit the model with 'x' and at most one other independent variable but as soon as I drop 'x' or try to fit any other model without 'x' I get this value error

diff = np.max(np.abs(beta - beta0))

ValueError: operands could not be broadcast together with shapes (3,) (2,)

Thanks for your help

Maryam 

[josef...@gmail.com]

This might be https://github.com/statsmodels/statsmodels/issues/2597

if exog is singular.

However that was supposed to be fixed.

Is your statsmodels version older than 0.13?

Check if your x matrix is singular, for example, np.linalg.matrix_rank(x) should be equal to the number of columns.

Josef

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[Maryam Sami]

Thanks Josef, the problem was the old version.