PROC QUANTREG How do I respond to Fuzzy Equation at Boundaries Warning

BrendynJohnson — Wed, 19 Aug 2020 03:41:50 GMT

Hello,

I am conducting a quantile regression on sentencing data using SAS 9.4. I conduct this regression twice, once with a restricted base model (Model 1) and another with several interaction terms (Model 2). Unfortunately the data is not public so I will have to describe it. The dependent variable is logged sentence length and there are a variety of independent variables such as plea (0=not guilty 1=guilty), gender (dichotomous male=0, female=1), logged number of guilty findings (nguilty). Model 1 has roughly 35 independent variables. Model 2 includes interaction terms such as plea*gender calculated previously. It has roughly 55 independent variables. Many of these predictors are dummy variables.

I have population-level data with approximately 950,000 observations.

My code is as follows:

PROC QUANT DATA=MYDATA ALGORITHM=SMOOTH (RRATIO=.5);

MODEL LOGGED_SENTENCE=PLEA GENDER NGUILTY/ quantile= .1 .25 .5 .75 .9 PLOT=QUANTPLOT;

TEST PLEA/QINTERACT;

RUN;

Model 2 is the same syntax except the interaction term PLEA*GENDER is placed in the model statement.

Model 1 works fine and as expected. Model 2 however gives me a warning concerning too many "fuzzy equations at the borders". I am not sure what this means nor what I should do to fix this issue. I cannot find any mention of this warning in any documentation.

I also attempted changing the RRATIO from 0.5 to 0.9 as suggested by SAS but this did not have any impact.

Any help is appreciated.

Best regards,

Brendyn

topic PROC QUANTREG How do I respond to Fuzzy Equation at Boundaries Warning in Statistical Procedures

PROC QUANTREG How do I respond to Fuzzy Equation at Boundaries Warning