[R] Pseudo R squared for quantile regression with replicates

[Anthony Damico]

here is a reproducible example, mostly from ?withReplicates.  i think
something would have to be done using return.replicates=TRUE to manually
compute survey-adjusted residuals, but i'm not really sure what nor whether
the pseudo r^2 would be meaningful  :/


library(survey)
library(quantreg)

data(api)

## one-stage cluster sample
dclus1<-svydesign(id=~dnum, weights=~pw, data=apiclus1, fpc=~fpc)

## convert to bootstrap
bclus1<-as.svrepdesign(dclus1,type="bootstrap", replicates=100)

## median regression
fit <- withReplicates(bclus1, quote(coef(rq(api00~api99, tau=0.5,
weights=.weights,method="fn"))))

# # # no longer from ?withReplicates # # #
# from https://stat.ethz.ch/pipermail/r-help/2006-August/110386.html
rho <- function(u,tau=.5)u*(tau - (u < 0))

V <- sum(rho(fit$resid, fit$tau)) # # breaks


On Thu, Sep 18, 2014 at 1:55 PM, David L Carlson <dcarlson at tamu.edu> wrote:

> It is hard to say because we do not have enough information. R has
> approximately 6,000 packages and you have not told us which ones you are
> using. You have not told us much about your data and you have not told us
> where to find the query from August 2006. The basic problem is that your
> "fit" is not the same as the "f" in the query. Your fit object is not very
> complicated. If you look at the output from str(fit) you will see that fit
> is an "atomic" vector (note the wording in your error message) with a
> series of attributes that are probably documented in the help pages for the
> functions you are using. There is nothing called resid inside fit. It is
> likely that the post you are looking at refers to the output from rq(...)
> or perhaps predict(rq(...)), but not the output from withReplicates(...,
> quote(coef(rq(...)))) which is what fit is.
>
> -------------------------------------
> David L Carlson
> Department of Anthropology
> Texas A&M University
> College Station, TX 77840-4352
>
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
> On Behalf Of Donia Smaali Bouhlila
> Sent: Thursday, September 18, 2014 9:54 AM
> To: r-help at r-project.org
> Subject: [R] Pseudo R squared for quantile regression with replicates
>
> Hi,
>
>
> I am a new user of r software. I intend to do quantile regressions with
> complex survey data using replicate method. I have ran the following
> commands successfully:
>
>
>   mydesign
>
> <-svydesign(ids=~IDSCHOOL,strata=~IDSTRATE,data=TUN,nest=TRUE,weights=~TOTWGT)
> bootdesign <- as.svrepdesign(mydesign,type="auto",replicates=150)
>
>   fit<-
>
> withReplicates(bootdesign,quote(coef(rq(Math1~Female+Age+calculator+computer+desk+
> +
>
> dictionary+internet+work+Book2+Book3+Book4+Book5+Pedu1+Pedu2+Pedu3+Pedu4+Born1+Born2,tau=0.5,weights=.weights,
> method="fn"))))
>
>
>
>
> I want get the pseudo R squared but I failed. I read a query dating from
> August 2006, [R] Pseudo R for Quant Reg and the answer to it:
>
>
> rho <- function(u,tau=.5)u*(tau - (u < 0))
>   V <- sum(rho(f$resid, f$tau))
>
>
>   I copied it and paste it , replacing f by fit I get this error message:
> Error in fit$resid : $ operator is invalid for atomic vectors, I don't
> know what it means
>
> The fit object is likely to be quite complicated  I used str() to see
> what it looks like:
>
>
>
> str (fit)
> Class 'svrepstat'  atomic [1:19] 713.24 -24.01 -18.37 9.05 7.71 ...
>    ..- attr(*, "var")= num [1:19, 1:19] 2839.3 10.2 -122.1 -332.4 -42.3
> ...
>    .. ..- attr(*, "dimnames")=List of 2
>    .. .. ..$ : chr [1:19] "(Intercept)" "Female" "Age" "calculator" ...
>    .. .. ..$ : chr [1:19] "(Intercept)" "Female" "Age" "calculator" ...
>    .. ..- attr(*, "means")= Named num [1:19] 710.97 -24.03 -18.3 9.39
> 7.58 ...
>    .. .. ..- attr(*, "names")= chr [1:19] "(Intercept)" "Female" "Age"
> "calculator" ...
>    ..- attr(*, "statistic")= chr "theta"
>
> How can I retrieve the residuals?? and calculate the pseudo R squared??
>
>
> Any help please
>
>
> --
> Dr. Donia Smaali Bouhlila
> Associate-Professor
> Department of Economics
> Faculté des Sciences Economiques et de Gestion de Tunis
>
> ______________________________________________
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> and provide commented, minimal, self-contained, reproducible code.
> ______________________________________________
> R-help at r-project.org mailing list
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> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

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