http://www.econ.uiuc.edu/~roger/research/R1/R1.html
On Mon, Aug 23, 2010 at 2:15 PM, Steven Ranney 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 imple
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
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