[R] Warning Messages using rq -quantile regressions

Neil KM kishor_1974 at hotmail.com
Sun Jul 23 04:07:37 CEST 2006


I am a new to using quantile regressions in R. I have estimated a set of 
coefficients using the method="br" algorithm with the rq command at various 
quantiles along the entire distribution.

My data set contains approximately 2,500 observations and I have 7 predictor 
variables. I receive the following warning message:

Solution may be nonunique in: rq.fit.br(x, y, tau = tau, ...)

There are 13 warnings of this type after I run a single  model. My results 
are similiar to the results I received in other stat programs using quantile 
reg procedures. I am unclear what these warning messages imply and if there 
are problems with model fit/convergence that I may need to consider.
Any help would be appreciated. Thanks!



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