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]
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