http://www.econ.uiuc.edu/~roger/research/R1/R1.html
On Mon, Aug 23, 2010 at 2:15 PM, Steven Ranney <steven.ran...@montana.edu>wrote: > 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. > [[alternative HTML version deleted]] ______________________________________________ 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.
