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! ______________________________________________ R-help@stat.math.ethz.ch 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.
