Re: [R] Goodness of fit in quantile regression

2009-05-22 Thread Brian S Cade
Collins Science Center 2150 Centre Ave., Bldg. C Fort Collins, CO 80526-8818 email: brian_c...@usgs.gov tel: 970 226-9326 From: "laura m." To: r-help@r-project.org Date: 05/22/2009 03:29 AM Subject: [R] Goodness of fit in quantile regression Sent by: r-help-boun...@r-project.org

[R] Goodness of fit in quantile regression

2009-05-22 Thread laura m.
Dear R users, I've used the function qr.fit.sfn to estimate a quantile regression on a panel data set. Now I would like to compute an statistic to measure the goodness of fit of this model. Does someone know how could I do that? I could compute a pseudo R2 but in order to do that I would need t