R help - Jan 2012 - "tau + h > 1: error in summary.rq"

Dear all,

I am doing a simulation for my model that works when I use only the rq()
command. However, since I need to use the varcov matrix for my Wald test, I need
to compute summary(rq(), cov=TRUE). But the simulation does not work because of
the error: tau + h > 1:  error in summary.rq

I tried to use: 

if (tau + h > 1) 
  stop("tau + h > 1:  error in summary.rq")

But the Hall-Sheather bandwidth is very high because I also vary the number of
observations from 40 to 300.

Is there anyone that could help me?

Thanks in advance!

All the best,

Julia



 
 		 	   		  
	[[alternative HTML version deleted]]