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st: qreg: alternate solution exists
Hello. 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.
best,
-kyle
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