R. Michael Weylandt
michael.weylandt at gmail.com
Thu Apr 25 01:37:27 CEST 2013
> On Tue, Apr 23, 2013 at 2:54 PM, nafiseh hagiaghamohammadi
> <n_hajiaghamohammadi2007 at yahoo.com> wrote:
>> I fit one linear quantile regression with package quantreg and I want to
>> khow this model is good or not.Is there method for checking it?
>> Thanks your advice
> I ask this question because there is 2 models,f0 and f1 in (R1 <- 1 -
> f1$rho/f0$rho ),
> is it true?
> but I fit 1 model and I want to check goodness of fit for 1 model .
Please keep your responses on list so you can get a quick reply even
when I'm otherwise busy.
I think you could -- for a rough and ready comparison -- compare
against a constant (empirical quantile) model (not unlike how basic
OLS models compare against the constant mean predictor) but someone
else might know if there's any subtleties about quantile regression
that should be noted here.
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