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.r...@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.r...@ubs.com > > > > > 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. > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- 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 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
