qreg estimation returns NA when coefficient vector c is NA

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Zeno Adams
Posts: 1
Joined: Wed Dec 19, 2012 8:43 am

qreg estimation returns NA when coefficient vector c is NA

Postby Zeno Adams » Thu Apr 03, 2014 4:50 am

I had a program that was working fine under EViews7 but returned NAs for the estimation output of a quantile regression under EViews8. It seems to be the case that qreg returns NAs when the coefficient vector c is set to NA prior to the estimation. In the small example program (attached) I wanted to set c = NA because I was saving the coefficient estimates from different regressions with different number of regressors in a separate vector. If one regression has more regressors than the next then c will contain coefficients from the previous regression. Therefore the c = NA.
I noticed that setting c = 0 instead of c = NA will work, i.e. qreg will return coefficient estimates. But in my case, c = 0 is not the same information as c = NA.

I just installed the current patch (March 17, 2014)

best regards

Zeno Adams
Attachments
exampleprog.prg
(505 Bytes) Downloaded 295 times
exampledat.wf1
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: qreg estimation returns NA when coefficient vector c is

Postby EViews Glenn » Thu Apr 03, 2014 10:34 am

Sorry. We were incorrectly using the C coefficient vector for the default settings instead of only on request. I've posted a fix and it will appear in the next update.


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