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st: RE: qreg: alternate solution exists

From   "Nick Cox" <>
To   <>
Subject   st: RE: qreg: alternate solution exists
Date   Thu, 9 Oct 2008 12:21:14 +0100

It means what it says, but it is hard to tell how important that is for
your data and your problem. If you have just one predictor, you should
be looking at a scatter plot of your data to see whether and why the
predictands are really badly defined. If you have several predictors
that's a tougher problem graphically but there's still scope for plotted
predicted vs observed and residual vs predicted. 

Another strategy is to perturb the data with random noise and see how
stable the solutions are. 


Kyle Caswell

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,
a regression log with same "note":

Can someone tell me:

(1) What does this mean, explicitly?

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

I appreciate any feedback.

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