I am using qreg to run median regressions. I run a median (0.50) regression that ends up not converging, but then when I run the exact same model at 0.49 or 0.51 quantile, the model converges. Any idea where I can find more information on this?
Thank you,
Tina Zamora
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Valentina L. Zamora
Assistant Professor
Boston College
Accounting Department
The Wallace E. Carroll School of Management
Fulton Hall
140 Commonwealth Avenue
Chestnut Hill, Massachusetts 02467-3808
Email: [email protected]
Phone: (617) 552-2240
Fax: (617) 552-6345
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