Thanks Rongui! I wasn't aware of this FAQ page. I will look at that page. Jude
-----Original Message----- From: Ronggui Huang [mailto:ronggui.hu...@gmail.com] Sent: Monday, June 01, 2009 10:11 PM To: Ryan, Jude Cc: r-help@r-project.org Subject: Re: [R] warning message when running quantile regression 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. 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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 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.
