[R] Pseudo R squared for quantile regression with replicates

Donia Smaali Bouhlila sma.ali at fsjegj.rnu.tn
Thu Sep 18 16:53:50 CEST 2014


Hi,


I am a new user of r software. I intend to do quantile regressions with 
complex survey data using replicate method. I have ran the following 
commands successfully:


  mydesign 
<-svydesign(ids=~IDSCHOOL,strata=~IDSTRATE,data=TUN,nest=TRUE,weights=~TOTWGT) 
bootdesign <- as.svrepdesign(mydesign,type="auto",replicates=150)

  fit<- 
withReplicates(bootdesign,quote(coef(rq(Math1~Female+Age+calculator+computer+desk+ 
+ 
dictionary+internet+work+Book2+Book3+Book4+Book5+Pedu1+Pedu2+Pedu3+Pedu4+Born1+Born2,tau=0.5,weights=.weights, 
method="fn"))))




I want get the pseudo R squared but I failed. I read a query dating from 
August 2006, [R] Pseudo R for Quant Reg and the answer to it:


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


  I copied it and paste it , replacing f by fit I get this error message:
Error in fit$resid : $ operator is invalid for atomic vectors, I don't 
know what it means

The fit object is likely to be quite complicated  I used str() to see 
what it looks like:



str (fit)
Class 'svrepstat'  atomic [1:19] 713.24 -24.01 -18.37 9.05 7.71 ...
   ..- attr(*, "var")= num [1:19, 1:19] 2839.3 10.2 -122.1 -332.4 -42.3 
...
   .. ..- attr(*, "dimnames")=List of 2
   .. .. ..$ : chr [1:19] "(Intercept)" "Female" "Age" "calculator" ...
   .. .. ..$ : chr [1:19] "(Intercept)" "Female" "Age" "calculator" ...
   .. ..- attr(*, "means")= Named num [1:19] 710.97 -24.03 -18.3 9.39 
7.58 ...
   .. .. ..- attr(*, "names")= chr [1:19] "(Intercept)" "Female" "Age" 
"calculator" ...
   ..- attr(*, "statistic")= chr "theta"

How can I retrieve the residuals?? and calculate the pseudo R squared??


Any help please


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



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