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: Model 2: Quantile estimates using the 14 observations 1-14 Dependent variable: price With 90 percent confidence intervals VARIABLE TAU COEFFICIENT LOWER UPPER const 0.1 1.13915 -1.#IND0 -1.#IND0 0.2 -0.856990 -1.#IND0 296.952 0.3 82.4068 -1.#IND0 150.337 0.4 109.455 -66.0818 138.898 0.5 107.628 -71.7964 436.549 0.6 16.4441 -57.0029 402.913 0.7 133.469 14.3902 -1.#IND0 0.8 92.1248 18.5548 -1.#IND0 0.9 29.0854 -1.#IND0 -1.#IND0 sqft 0.1 0.106679 -1.#IND0 -1.#IND0 0.2 0.105390 0.0309084 0.310494 0.3 0.105390 0.0672471 0.217919 0.4 0.124895 0.0421558 0.240482 0.5 0.145085 0.0413997 0.236487 0.6 0.106017 0.0551595 0.230844 0.7 0.204062 0.0766459 0.238617 0.8 0.231369 0.0962831 0.249091 0.9 0.215295 -1.#IND0 -1.#IND0 bedrms 0.1 13.8757 -1.#IND0 -1.#IND0 0.2 14.3244 -329.464 -1.#IND0 0.3 -6.49152 -243.010 39.0050 0.4 -24.6772 -41.1064 39.8206 0.5 -6.96203 -73.5335 62.9730 0.6 12.4155 -68.6148 73.6048 0.7 -43.9708 -104.434 61.8842 0.8 -5.52340 -1.#IND0 23.2836 0.9 0.246797 -1.#IND0 -1.#IND0 baths 0.1 12.7737 -1.#IND0 -1.#IND0 0.2 14.1302 -75.9195 564.224 0.3 14.1302 -40.6269 154.674 0.4 17.9793 -63.6575 142.768 0.5 -20.3390 -97.1802 65.3846 0.6 20.6819 -90.0964 65.8094 0.7 -10.8474 -80.7260 41.8477 0.8 -68.8458 -218.410 33.5273 0.9 -33.8371 -1.#IND0 -1.#IND0 Median of dependent variable = 291.5 Mean of dependent variable = 317.493 Standard deviation of dep. var. = 88.4982 I guess -1.#IND0 should mean plus or min us infinity? The graph is also weird (see attached PDF file). (See attached file: graph.pdf) Best regards Andreas