On Fri, 16 Jan 2009, Alexander B. Gedranovich wrote:
I've noticed some bugs with quantile regression.
For example (using PoE data):
open andy.gdt
quantreg 0.5 S const P
works fine, but if one tries to do this via GUI, then:
1) The error appears "Syntax error in command line" (first bug)
2) Then correct output appears
3) "Edit -> Modify model" estimates LAD (second bug)
Thanks. These things should now be fixed in CVS and snapshot.
The "Modify model" function is not as clever as it might be, for
quantreg, in that at present it doesn't replicate the original
choice of tau (vector). However, I consider that a missing (and
somewhat marginal) feature rather than a bug.
Allin.