This is getting to be a faq -- here is a prior answer: > No, but the objective function can be computed for any fitted > rq object, say f, as > > rho <- function(u,tau=.5)u*(tau - (u < 0)) > V <- sum(rho(f$resid, f$tau)) > > so it is easy to roll your own....
I don't much like R1, or R2 for that matter, so it isn't likely to be automatically provided in quantreg any time soon. url: www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 On Aug 1, 2006, at 11:46 AM, [EMAIL PROTECTED] wrote: > Dear R Users, > > Did someone implemented the R1 (Pseudo R-2) and likelihood ratio > statistics for quantile regressions, which are some of the inference > procedures for quantile regression > found in Koenker and Machado (1999)? > I tried the Ox version, but my dataset is too large (> 50.000) and the > algorith breaks. > ________________________________________ > Ricardo Gonçalves Silva, M. Sc. > Apoio aos Processos de Modelagem Matemática > Econometria & Inadimplência > Serasa S.A. > (11) - 6847-8889 > [EMAIL PROTECTED] > > ********************************************************************** > ************ > As informações contidas nesta mensagem e no(s) arquivo(s...{{dropped}} > > ______________________________________________ > R-help@stat.math.ethz.ch 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. ______________________________________________ R-help@stat.math.ethz.ch 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.