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st: RE: f-test after -qreg- or -bsqreg-
What model is this based on? Gaussian/normal
errors? If you are prepared to buy that, why
are you doing -qreg-?
M. Haider Hussain
> After running bootstrapped quantile regression with k=15, n=5401, I
> obtained Pseudo R2=0.3161. If I want to compute the joint significance
> of the regressors, can I still use the F-test given by
> If this isn't the case, what's the measure of joint significance of
> the regressors after -qreg- / -bsqreg-?
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