Hi, how to derive an estimate of skewness and kurtosis out of a predicted distribution by quantile regression? Example: library(quantreg) data(airquality) airq <- airquality[143,] f <- rq(Ozone ~ ., data=airquality,tau=seq(0.01,0.99,0.01)) predict(f,newdata=airq) Any suggestions? Kind regards, Jaci --