Dear users
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
F=[r2/(k-1)]/[(1-r2)/(n-k)]
If this isn't the case, what's the measure of joint significance of
the regressors after -qreg- / -bsqreg-?
Thank you very much
M. Haider Hussain
Karachi, Pakistan.
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