Hi!

If you are using funcion rq, you could extract the value of the objective
function at the solution like this:

model <- rq(y ~ x)
model$rho

You could also take a look at this FAQ for a cautionary note on the use of
this quantity:
http://www.econ.uiuc.edu/~roger/research/rq/FAQ

Best regards,

Pedro Pequeno




Em 3 de maio de 2013 09:44, Ana Serronha <anaserronha@gmail.com> escreveu:

> Hi!
> Does anyone know if there is a method to calculate the sum of the weighted
> absolute deviations for quantile regressions with package quantreg? Thanks!
> --
> Ana Marta Serronha
>
> CIBIO, Centro de Investigação em Biodiversidade e Recursos Genéticos
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> 4485-661 Vairão
> Portugal
>
> Tel. +351 252660428 ou +351 252660411
> Fax: +351 252661780
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>


-- 
Pedro A. C. Lima Pequeno
Instituto Nacional de Pesquisas da Amazônia

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