All - Does anyone know if there is a method to calculate a goodness-of-fit statistic for quantile regressions with package quantreg? Specifically, I'm wondering if anyone has implemented the goodness-of-fit process developed by Koenker and Machado (1999) for R?
Though I have used package quantreg in the past, I may have overlooked this function, if it is included. Citation: Koenker, R. and J. A. F. Machado. 1999. Goodness of fit and related inference processes for quantile regression. Journal of the American Statistical Association 94:1296-1310. Thank you - Steven H. Ranney Graduate Research Assistant (Ph.D.) USGS MT Cooperative Fishery Research Unit Montana State University PO Box 173460 Bozeman, MT 59717 office: 406-994-6643 fax: 406-994-7479 http://studentweb.montana.edu/steven.ranney ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
