http://www.econ.uiuc.edu/~roger/research/R1/R1.html


On Mon, Aug 23, 2010 at 2:15 PM, Steven Ranney <Steven.Ranney@montana.edu>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 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
>
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> and provide commented, minimal, self-contained, reproducible code.
>

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