Hello,
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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