Dear M. Haider Hussain,
Using the F-test in this way is probably not correct. But you could do a Wald test for joint
significance. Just use the -test- command after the -bsqreg-.
HTH,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
> 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-?
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