Donia Smaali Bouhlila
2014-Sep-17 18:13 UTC
[R] Pseudo R squared for quantile regression with replicates
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 Facult? des Sciences Economiques et de Gestion de Tunis