[R] quantreg behavior changes for N>1000

[Jeff G.]

Hello again R-experts and novices (like me),

This seems like a bug to me - or maybe it's intentional...can anyone 
confirm?  Up to 1000 reps, summary() of a rq object gives different 
output and subtly different confidence interval estimates.

Thanks....Jeff

testx=runif(1200)
testy=rnorm(1200, 5)

test.rq=summary(rq(testy[1:1000]~testx[1:1000], tau=2:98/100))
test.rq[[1]]
Gives this output:
Call: rq(formula = testy[1:1000] ~ testx[1:1000], tau = 2:98/100)

    tau: [1] 0.02

    Coefficients:
                  coefficients       lower bd   upper bd
    (Intercept)    3.00026         2.45142     3.17098
    testx[1:1000] -0.00870     -0.39817  0.49946

test.rq=summary(rq(testy[1:1001]~testx[1:1001], tau=2:98/100))
test.rq[[1]]

Gives this (different) output:
    Call: rq(formula = testy[1:1001] ~ testx[1:1001], tau = 2:98/100)

    tau: [1] 0.02

    Coefficients:
                  Value    Std. Error t value  Pr(>|t|)
   (Intercept)    3.00026  0.21605   13.88658  0.00000
    testx[1:1001] -0.00870  0.32976   -0.02638  0.97896


plot(test.rq, nrow=2, ncol=2) # The slope estimates appear to be the 
same but there are subtle differences in the confidence intervals, which 
shouldn't be due simply to the inclusion of one more point.