Re: [R] warning message when running quantile regression

From: <jude.ryan_at_ubs.com>
Date: Tue, 02 Jun 2009 09:37:34 -0400

Thanks Rongui! I wasn't aware of this FAQ page. I will look at that page.

Jude

-----Original Message-----
From: Ronggui Huang [mailto:ronggui.huang_at_gmail.com] Sent: Monday, June 01, 2009 10:11 PM
To: Ryan, Jude
Cc: r-help_at_r-project.org
Subject: Re: [R] warning message when running quantile regression

You may not get response as this is in faq of rq package.

7. [Non-positive fis] "What does the message "Non-positive fis" mean?

   When method ="nid" is used in summary local density estimates are made at    each x_i value, in some cases these estimates can be negative and if so    they are set to zero. This is generally harmless, leading to a somewhat    conservative (larger) estimate of the standard errors, however if the    reported number of non-positive fis is large relative to the sample size    then it is an indication of misspecification of the model. (http://www.econ.uiuc.edu/~roger/research/rq/FAQ)

Ronggui

2009/6/1 <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.
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>
>
>
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-- 
HUANG Ronggui, Wincent
PhD Candidate
Dept of Public and Social Administration
City University of Hong Kong
Home page: http://asrr.r-forge.r-project.org/rghuang.html
Please do not transmit orders or instructions regarding a UBS 
account electronically, including but not limited to e-mail, 
fax, text or instant messaging. The information provided in 
this e-mail or any attachments is not an official transaction 
confirmation or account statement. For your protection, do not 
include account numbers, Social Security numbers, credit card 
numbers, passwords or other non-public information in your e-mail. 
Because the information contained in this message may be privileged, 
confidential, proprietary or otherwise protected from disclosure, 
please notify us immediately by replying to this message and 
deleting it from your computer if you have received this 
communication in error. Thank you. 

UBS Financial Services Inc. 
UBS International Inc. 
UBS Financial Services Incorporated of Puerto Rico 
UBS AG

 
UBS reserves the right to retain all messages. Messages are protected
and accessed only in legally justified cases.

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Received on Tue 02 Jun 2009 - 13:41:36 GMT

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