Hi everyone,

I'm trying to calculate the R1 (the regression quantile coefficient of
determination) given by the formula R1= 1 - F(t)/R(t), where F(t) is the
weighted sum of absolute deviations minimized in estimating a
full-parameter model (B0 + B1) and R(t) is the weighted sum of absolute
deviations minimized for estimating the reduced-parameter model (B0) for
any t, where t is a quantile (Duhnam et al 2002; Koenker and Machado 1999).

My question is, I know how to calculate the F(t) in R, but I don't know the
R(t) (reduced model).

Can someone give me a help?

Thanks

Ana
-- 
Ana Marta Serronha

CIBIO, Centro de Investigação em Biodiversidade e Recursos Genéticos
Campus Agrário de Vairão
Rua Padre Armando Quintas - Crasto
4485-661 Vairão
Portugal

Tel. +351 252660428 ou +351 252660411
Fax: +351 252661780

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