[R] warning message when running quantile regression

[Ronggui Huang]

You may not get response as this is in faq of rq package.

7. [Non-positive fis]  "What does the message "Non-positive fis" mean?

   When method ="nid" is used in summary local density estimates are made at
   each x_i value, in some cases these estimates can be negative and if so
   they are set to zero.  This is generally harmless, leading to a somewhat
   conservative (larger) estimate of the standard errors, however if the
   reported number of non-positive fis is large relative to the sample size
   then it is an indication of misspecification of the model.
(http://www.econ.uiuc.edu/~roger/research/rq/FAQ)

Ronggui

2009/6/1  <jude.ryan at ubs.com>:
> Hi All,
>
>
>
> I am running quantile regression in a "for loop" starting with 1
> variable and adding a variable at a time reaching a maximum of 20
> variables.
>
> I get the following warning messages after my "for" loop runs. Should I
> be concerned about these messages? I am building predictive models and
> am not interested in inference.
>
>
>
> Warning messages:
>
> 1: In summary.rq(quantreg.emaff) : 3 non-positive fis   <- I don't
> understand this message - is this a cause for concern?
>
> 2: In summary.rq(quantreg.emaff) : 3 non-positive fis
>
> 3: In summary.rq(quantreg.emaff) : 5 non-positive fis
>
> 4: In rq.fit.br(x, y, tau = tau, ...) : Solution may be nonunique
>
> 5: In summary.rq(quantreg.emaff) : 6 non-positive fis
>
> 6: In summary.rq(quantreg.emaff) : 5 non-positive fis
>
> 7: In summary.rq(quantreg.emaff) : 5 non-positive fis
>
> 8: In summary.rq(quantreg.emaff) : 7 non-positive fis
>
> 9: In summary.rq(quantreg.emaff) : 10 non-positive fis
>
> 10: In summary.rq(quantreg.emaff) : 9 non-positive fis
>
> 11: In summary.rq(quantreg.emaff) : 8 non-positive fis
>
> 12: In summary.rq(quantreg.emaff) : 9 non-positive fis
>
> 13: In summary.rq(quantreg.emaff) : 8 non-positive fis
>
> 14: In summary.rq(quantreg.emaff) : 11 non-positive fis
>
>
>
> I understand the "non-unique solution" message.
>
>
>
> Thanks in advance,
>
>
>
> Jude Ryan
>
>
>
> ___________________________________________
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-- 
HUANG Ronggui, Wincent
PhD Candidate
Dept of Public and Social Administration
City University of Hong Kong
Home page: http://asrr.r-forge.r-project.org/rghuang.html