Thank you very much. So, the results are correct and the differences between the solutions are pretty small. Thus, I do not need to worry about the warning message? Yes?
-----Original Message----- From: Roger Koenker [mailto:rkoen...@illinois.edu] Sent: 13 October 2015 21:59 To: T.Riedle Cc: R-help@r-project.org Subject: Re: [R] quantile regression: warning message see the output from the quantreg FAQ: FAQ() especially point 2. url: www.econ.uiuc.edu/~roger Roger Koenker email rkoen...@uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Urbana, IL 61801 > On Oct 13, 2015, at 2:55 PM, T.Riedle <tr...@kent.ac.uk> wrote: > > Greetings R Community, > I am trying to run a quantile regression using the quantreg package. My code > looks as follows: > RegressionUtilitiesUK<-rq(ReturnUtilities~yield.spread.change+ReturnFT > SE, tau=0.01,data=State_variables_UK_calm) > > Unfortunately, the summary() function returns the results but also following > warning message: > Warning message: > In rq.fit.br(x, y, tau = tau, ...) : Solution may be nonunique > > My question now is if I should worry about the results. Are my results > correct and how can I avoid this message? I do not understand the message. > > Thanks a lot for your feedback. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
