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.
Nick
[email protected]
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,
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.
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