Depending on the procedure used for estimating the CI, especially if the default rankscore inversion method, then it is possible that legitimate end points of the intervals for some quantiles with a given alpha (e.g., 0.05 for 95% CI) cannot be refined beyond plus or minus infinity. Of course, this typically happens for smaller sample sizes, more extreme taus, and more complex models. But unusual distributional characteristics of the data distributions can also contribute to this issue.
Brian Brian S. Cade, PhD U. S. Geological Survey Fort Collins Science Center 2150 Centre Ave., Bldg. C Fort Collins, CO 80526-8818 email: ca...@usgs.gov <brian_c...@usgs.gov> tel: 970 226-9326 On Wed, Oct 19, 2016 at 11:05 AM, Frank Black <frank.black.1...@gmail.com> wrote: > Hi all, > > I am using the quantile regression package for estimating some models. > However, in some cases the intervals' upper bounds are either abnormally > high or low, with values such as -1.797693e+308 or 1.797693e+308. Actually, > the number is the same in absolute terms. > > Does anyone know a reasonable explanation for this? > > Thanks. > > Kind regards, > Frank > > [[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. > > [[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.
