[R] Quantile Regression and Goodness of Fit

[Steven Ranney]

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