{"action":"created","issue":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2597","repository_url":"https://api.github.com/repos/statsmodels/statsmodels","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2597/labels{/name}","comments_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2597/comments","events_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2597/events","html_url":"https://github.com/statsmodels/statsmodels/issues/2597","id":102255949,"node_id":"MDU6SXNzdWUxMDIyNTU5NDk=","number":2597,"title":"quantreg: exception with singular exog","user":{"login":"connercowling","id":3486466,"node_id":"MDQ6VXNlcjM0ODY0NjY=","avatar_url":"https://avatars1.githubusercontent.com/u/3486466?v=4","gravatar_id":"","url":"https://api.github.com/users/connercowling","html_url":"https://github.com/connercowling","followers_url":"https://api.github.com/users/connercowling/followers","following_url":"https://api.github.com/users/connercowling/following{/other_user}","gists_url":"https://api.github.com/users/connercowling/gists{/gist_id}","starred_url":"https://api.github.com/users/connercowling/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/connercowling/subscriptions","organizations_url":"https://api.github.com/users/connercowling/orgs","repos_url":"https://api.github.com/users/connercowling/repos","events_url":"https://api.github.com/users/connercowling/events{/privacy}","received_events_url":"https://api.github.com/users/connercowling/received_events","type":"User","site_admin":false},"labels":[{"id":163965,"node_id":"MDU6TGFiZWwxNjM5NjU=","url":"https://api.github.com/repos/statsmodels/statsmodels/labels/comp-regression","name":"comp-regression","color":"ededed","default":false},{"id":614491160,"node_id":"MDU6TGFiZWw2MTQ0OTExNjA=","url":"https://api.github.com/repos/statsmodels/statsmodels/labels/prio-elev","name":"prio-elev","color":"d93f0b","default":false},{"id":142960,"node_id":"MDU6TGFiZWwxNDI5NjA=","url":"https://api.github.com/repos/statsmodels/statsmodels/labels/type-bug","name":"type-bug","color":"ff9999","default":false},{"id":142961,"node_id":"MDU6TGFiZWwxNDI5NjE=","url":"https://api.github.com/repos/statsmodels/statsmodels/labels/type-enh","name":"type-enh","color":"99ffff","default":false}],"state":"open","locked":false,"assignee":null,"assignees":[],"milestone":{"url":"https://api.github.com/repos/statsmodels/statsmodels/milestones/11","html_url":"https://github.com/statsmodels/statsmodels/milestone/11","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/milestones/11/labels","id":2546431,"node_id":"MDk6TWlsZXN0b25lMjU0NjQzMQ==","number":11,"title":"0.10","description":"currently for issues, PR that will not be available or ready for 0.9","creator":{"login":"josef-pkt","id":440735,"node_id":"MDQ6VXNlcjQ0MDczNQ==","avatar_url":"https://avatars1.githubusercontent.com/u/440735?v=4","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"open_issues":266,"closed_issues":86,"state":"open","created_at":"2017-05-27T18:40:33Z","updated_at":"2018-09-11T16:14:39Z","due_on":null,"closed_at":null},"comments":3,"created_at":"2015-08-20T22:50:49Z","updated_at":"2018-09-11T16:18:35Z","closed_at":null,"author_association":"NONE","body":"I'm trying to run quantile regression with a number of variables.  It appears `quantreg.fit()` will not allow more than 8 variables/columns to be included in the formula.  \n\n```\nimport pandas as pd \nimport statsmodels.formula.api as smf\nfrom statsmodels.regression.quantile_regression import QuantReg\n\nd = pd.read_csv('<path-to-data>')\n\n#7 vars (lag and sunday through friday), seems to work fine\nqr = smf.quantreg('load ~ lag + su + m + t + w + th + f',  d')\nqm = qr.fit(q=0.5)\n\n#8 vars (lag and sunday through saturday), throws error\nqr = smf.quantreg('load ~ lag + su + m + t + w + th + f + s',  d')\nqm = qr.fit(q=0.5)\n```\n\nHere's the trace:\n\n```\n---------------------------------------------------------------------------\nValueError                                Traceback (most recent call last)\n<ipython-input-17-f2074b49225f> in <module>()\n---> 32 qm = qr.fit(q=.5)\n\n.../statsmodels/regression/quantile_regression.py in fit(self, q, vcov, kernel, bandwidth, max_iter, p_tol, **kwargs)\n    177             resid = np.abs(resid)\n    178             xstar = exog / resid[:, np.newaxis]\n--> 179             diff = np.max(np.abs(beta - beta0))\n    180             history['params'].append(beta)\n    181             history['mse'].append(np.mean(resid*resid))\n\nValueError: operands could not be broadcast together with shapes (9,) (8,) \n```\n"},"comment":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/comments/420331970","html_url":"https://github.com/statsmodels/statsmodels/issues/2597#issuecomment-420331970","issue_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2597","id":420331970,"node_id":"MDEyOklzc3VlQ29tbWVudDQyMDMzMTk3MA==","user":{"login":"josef-pkt","id":440735,"node_id":"MDQ6VXNlcjQ0MDczNQ==","avatar_url":"https://avatars1.githubusercontent.com/u/440735?v=4","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"created_at":"2018-09-11T16:18:35Z","updated_at":"2018-09-11T16:18:35Z","author_association":"MEMBER","body":"prio-elev so it's less likely to get lost again. (AFAICS in the source, it is still unchanged)\r\n\r\nspecific fix is just changing one line.\r\nWarning or message about collinearity will need some additions."}}
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