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  • qreg2 regression not working " convergence not achieved"

    Dear all

    I am trying to run the following qreg regression but it gives me the error message "convergence not achieved"

    the command is :qreg2 log_pread td log_lmat log_lize rating log_firmage log_assets profit_assets leverage tangibilit MTB Beta eng lncdays cr2002 GDP_growth inflation_consum i.SIC_4DGT i.Year, c ( brorroer_id)

    thanks for your kind help in advance.

  • #2
    It probably isn’t a problem with qreg2, but with qreg(underneath)
    most likely happens because of too many dummies
    pwrhaps you should try qrprocess (ssc) or xtqreg mmqreg

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