>
> Hello:
>
  I try to use function "bms" to select the best model with the biggest
posterior probability for different quantile. I have one return and 16
variables. However, I can just select for the linear model, how to change
the code for quantile:


>  >bma1=bms(rq(y~.,tau=0.25,data=EQT), burn = 1000, iter = 3000, mcmc="bd")
> Error in mpparam[[1]] : subscript out of bounds"
>

The code for linear model is sucessful:


> > bma1=bms(EQT, burn = 1000, iter = 3000, mcmc="bd")
> where EQT is my data
>
  > beta.draws.bma(bma1[1:5])

how to use monte carlo to select the best model for quantile? Or which other
function should be used?


>
> Best wishes
> XIN LI
>

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