[R] warning message when running quantile regression

[jude.ryan at ubs.com]

Hi All,

 

I am running quantile regression in a "for loop" starting with 1
variable and adding a variable at a time reaching a maximum of 20
variables.

I get the following warning messages after my "for" loop runs. Should I
be concerned about these messages? I am building predictive models and
am not interested in inference.

 

Warning messages:

1: In summary.rq(quantreg.emaff) : 3 non-positive fis   <- I don't
understand this message - is this a cause for concern?

2: In summary.rq(quantreg.emaff) : 3 non-positive fis

3: In summary.rq(quantreg.emaff) : 5 non-positive fis

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

5: In summary.rq(quantreg.emaff) : 6 non-positive fis

6: In summary.rq(quantreg.emaff) : 5 non-positive fis

7: In summary.rq(quantreg.emaff) : 5 non-positive fis

8: In summary.rq(quantreg.emaff) : 7 non-positive fis

9: In summary.rq(quantreg.emaff) : 10 non-positive fis

10: In summary.rq(quantreg.emaff) : 9 non-positive fis

11: In summary.rq(quantreg.emaff) : 8 non-positive fis

12: In summary.rq(quantreg.emaff) : 9 non-positive fis

13: In summary.rq(quantreg.emaff) : 8 non-positive fis

14: In summary.rq(quantreg.emaff) : 11 non-positive fis

 

I understand the "non-unique solution" message.

 

Thanks in advance,

 

Jude Ryan

 

___________________________________________
Jude Ryan
Director, Client Analytical Services
Strategy & Business Development
UBS Financial Services Inc.
1200 Harbor Boulevard, 4th Floor
Weehawken, NJ 07086-6791
Tel. 201-352-1935
Fax 201-272-2914
Email: jude.ryan at ubs.com



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