I used the nlrq function in the package "quantreg". There is a lambda in the output when I set trace=TRUE. With different start point, the results are converged, but the last lambda is different. I want to know the meaning "lambda=1" and "lambda=0". Many Thanks! Examples of output 1. Where the last lambda=1: 108.6581 : 0.3 8.0 iter 0 value 108.658087 final value 49.875178 converged lambda = 0.6304686 49.87518 : 0.3539175 5.6116474 iter 0 value 48.123700 final value 48.120120 converged lambda = 0.7646881 48.12012 : 0.4701847 6.4582566 iter 0 value 47.833255 final value 47.832257 converged lambda = 0.8588522 47.83226 : 0.5052472 6.8564865 final value 47.802009 converged lambda = 1 47.80201 : 0.5257616 7.0207726 iter 0 value 47.776363 final value 47.747994 stopped after 4 iterations lambda = 0.5044797 47.74799 : 0.5474859 7.1612348 final value 47.746067 converged lambda = 1 47.74607 : 0.5503345 7.1881443 iter 0 value 47.746099 final value 47.746099 converged lambda = 0.999864 47.7461 : 0.5502692 7.1879762 2. Where the last lambda=0: 54.16497 : 0.6 8.0 iter 0 value 54.164967 final value 47.768140 converged lambda = 0.2133083 47.76814 : 0.5560481 7.2205976 iter 0 value 47.768140 final value 47.767343 converged lambda = 0.004997877 47.76734 : 0.5557633 7.2172873 iter 0 value 47.787967 final value 47.747700 stopped after 3 iterations lambda = 0.1719594 47.7477 : 0.547935 7.165428 iter 0 value 47.799883 final value 47.747700 converged lambda = 0 47.7477 : 0.547935 7.165428 -- Shg SUN @China