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st: RE: qreg does not converge

From   "Nick Cox" <>
To   <>
Subject   st: RE: qreg does not converge
Date   Tue, 16 Mar 2010 20:15:15 -0000

In addition to earlier comments, this all sounds as if you really want
to force Stata to fit a model that it is finding intensely problematic.
I don't think that's usually a very good idea. You may need to revisit
some assumptions. For example are there outliers? Is the general idea of
a hyperplane summary scientifically reasonable in view of what you know?
(For "science" read "economics", or whatever fits.) 


Jen Zhen

To add one thing to my previous question:

We also have the problem that the estimates do not converge and we get
no estimate at all, unless we cut the number of observations by 50%,
which is a shame because it costs us statistical significance.

Is there maybe something we can do to still have it converge even on
the larger sample?

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