[Gretl-devel] Another quantile regression bug

[andreas.rosenblad at ltv.se]

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
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