[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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