Re: [Gretl-devel] Another quantile regression bug
On Thu, 15 May 2008, andreas.rosenblad(a)ltv.se wrote:
I have found another bug for the quantile regression function
(again using the Windows snapshot from 2008-05-14):
1. Using the GUI, open the Ramanathan data file "data 4-1".
2. Choose Model > Robust estimation > Quantile regression...
3. Set price as dependent and srft, bedrms, baths as independent
4. .1 .2 .3 .4 .5 .6 .7 .8 .9 as desired quantiles
Output...
VARIABLE TAU COEFFICIENT LOWER UPPER
const 0.1 1.13915 -1.#IND0 -1.#IND0
0.2 -0.856990 -1.#IND0 296.952
Hmm, for tau = .10, R reports the confidence intervals as
(-1.797693e+308, 1.797693e+308) for all coefficients. There is a
certain lack of error checking in the underlying Fortran code.
I think this is now fixed in CVS and a new snapshot. Thanks for
testing!
Allin.