[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

Your Future Starts Here. Dream it? Then be it! Find it at www.seek.com.au


        [[alternative HTML version deleted]]

R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Fri 15 Feb 2008 - 01:26:06 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Fri 15 Feb 2008 - 01:30:14 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive