Friday, September 23, 2005

st: Quantile Regression Convergence not achieved


I am using panel data over a many years and am having a problem running a quantile regression. I have been able to run OLS, and robust regressions (rreg) on the data but continue to get an error when I try qreg that "convergence not achieved."

The first Iteration produces estimates for both 'WLS sum of weighted deviations' and 'sum of abs. weighted deviations.' After that, a note that 'alternate solutions exist' is printed, and is followed by an estimate for the second iteration 'sum of abs. weighted deviations.' That's as far as the process gets. A table showing results is produced but the 'convergence not achieved' error is printed before and after the table. I haven't run across this problem before and I can't find the error message in any of the manuals.

I would really appreciate any help anyone could offer.

Thanks, Jessica

convergence not achieved r(430);

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