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st: qreg: alternate solution exists


From   "Kyle Caswell" <caswellk83@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: qreg: alternate solution exists
Date   Wed, 8 Oct 2008 21:02:26 -0400

Hello. I have been running quantile regressions (p25 p50 p75) using the qreg command. In the iteration log, I get the following note (several times) sandwiched in between the usual reported sum of absolute weighted deviations: "note: alternate solution exists"

The following official STATA web-site, explaining the qreg command, displays a regression log with same "note": http://www.stata.com/capabilities/qreg.html

Can someone tell me:

(1) What does this mean, explicitly?

(2) When one receives this message, can the resulting output be considered O.K., insofar as any quantile regression result which converges is O.K.? Or is this an indication that the coefficients from the model shouldn't be trusted?

I appreciate any feedback.

best,

-kyle
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