[R] Pseudo R squared for quantile regression with replicates

Donia Smaali Bouhlila sma.ali at fsjegj.rnu.tn
Wed Sep 17 20:13:36 CEST 2014


Hi,


I am running quantile regressions with replicates, but I don't know how 
to calculate the Pseudo R squared  for quantile regression with 
replicates. I have used the following commands:


rho <- function(u,tau=.5)u*(tau - (u < 0))
	V <- sum(rho(fit$resid, fit$tau))

where fit is my objective function


However, I get the following error message:


  Error in fit$resid : $ operator is invalid for atomic vectors



Any suggestion please
-- 
Dr. Donia Smaali Bouhlila
Associate-Professor
Department of Economics
Faculté des Sciences Economiques et de Gestion de Tunis



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