This reply is more than a little late, but I just ran across Frank's question
today
as I was searching for something else in R-help. And as it happens I was
about
to incorporate some old code to do "Composite QR" into the quantreg package.
This new version has now been uploaded to CRAN so, with so
Hi Roger,
Maybe I'm missing a clue. Here's an example:
x<-rnorm(50)
x1<-rnorm(50)
y<-x+x1+rnorm(50)
out<-rq(y~x+x1, tau=1:9/10)
plot(summary(out))
plot.out<-plot(summary(out))
#I change the variable names
dimnames(plot.out)<-list(c("intercept", "sex", "inc"))
Why not just change the names
I've used the function rq.fit.sfn and rq.fit.panel to estimate a quantile
regression on a panel data set.Now I would like to compute an statistic to
measure the goodness of fit of this model (T-statistics and P-value ).
Does someone know how could I do that?
For formal inference you are be
Thanks Ken, that was it.
I've updated to R version 2.11.0 Under development (unstable) (2010-02-18
r51149)
x86_64-apple-darwin9.8.0
and everything looks fine now. Thanks too to Simon for sorting this out!
Roger
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