[R] Goodness of fit in quantile regression

[laura m.]

Dear R users,


I've used the function qr.fit.sfn 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.

Does someone know how could I do that? I could compute a pseudo R2 but in
order to do that I would need the value of the objetive function at the
optimum and I don't see how to get this from the function qr.fit.sfn.

If someone has any good idea about how to solve this problem I would be most
grateful!

Best

Laura
-- 
View this message in context: http://www.nabble.com/Goodness-of-fit-in-quantile-regression-tp23666962p23666962.html
Sent from the R help mailing list archive at Nabble.com.