xtqreg warning message: fitted values of the scale function are not positive

[ulas alk]

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

[Joao Santos Silva]

Dear ulas alkan,

I do not know why the messaged appear but with such small percentage I would not worry about.

Best wishes,

Joao