Simple Linear Regression

Dear Experts,

Q1) In simple linear regression:

a) Under what situations will the estimates b0 and b1 not be well-defined?

b) What is the meaning for this mathematical meaning?

Q2) In simple linear regression, how to estimate a 0.9 quantile of the conditional distribution?

Thanks a lot!



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Dear CowboyBear,

I have ever read through the various textbooks on regression and no one cover what is meant by "not well-defined". I think the word "well-defined" can have numerous meanings, not understand the exact meaning. For example, if the distribution of the error term is not normal, then the regression estimates are not well-defined. For another example, if there exist influential observations, they are also not well-defined.

For the second question, I had never came across with quantile regression!