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st: Quantile Regression Convergence not achieved


From   Jessica.A.Williams@frb.gov
To   statalist@hsphsun2.harvard.edu
Subject   st: Quantile Regression Convergence not achieved
Date   Fri, 23 Sep 2005 09:33:44 -0400



Hello,

I am using panel data over a many years and am having a problem running a
quantile regression.  I have been able to run OLS, and robust regressions
(rreg) on the data but continue to get an error when I try qreg that
"convergence not achieved."

The first Iteration produces estimates for both 'WLS sum of weighted
deviations' and 'sum of abs. weighted deviations.'  After that, a note that
'alternate solutions exist' is printed, and is followed by an estimate for
the second iteration 'sum of abs. weighted deviations.'  That's as far as
the process gets.  A table showing results is produced but the 'convergence
not achieved' error is printed before and after the table.  I haven't run
across this problem before and I can't find the error message in any of the
manuals.

I would really appreciate any help anyone could offer.

Thanks,
Jessica





convergence not achieved
r(430);

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