[R] Warning Messages using rq -quantile regressions

From: Neil KM <kishor_1974_at_hotmail.com>
Date: Sun 23 Jul 2006 - 12:07:37 EST


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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