[R] Quantile Regression R squared

From: frank frank <beth_strain2002_at_hotmail.com>
Date: Fri, 15 Feb 2008 01:22:25 +0000

Dear R,
I am currently trying to caculate the coefficient of determination for different quantile regression models. For example

fit<-rq(Hrubra~SessileInvertebrates,tau=0.8, data=Q1) fit1<-rq(Hrubra~SessileInvertebrates,tau=0.8, data=Q2) etc

Could someone please advise me how do you calculate the the sum of the weighted absolute deviations in the models for the formula

R = 1-(Sum(f)/Sum(r))

I have looked all through the help files but the only example I can find is in Stata. Thanks in advance
Beth Strain



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