Hi,
I am running a quantile regression for panel data. I have 50 individuals and at least 500 observations for each individual. When I try to estimate the following quantile regression model, I get a warning message:
bs, cl(id) idcluster(new_id) reps(100) seed(1234): xtqreg y x1 x2 x3 x4, quantile(0.9) i(new_id)
WARNING: .08795259% of the fitted values of the scale function are not positive
I was running the same regression a couple of weeks ago with no error. I believe I haven't changed anything. What would be the reason for that? Thanks in advance.
Best,
Ulas
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